There's a Dixie Tool Crib off 71 south of Austin, I'm sure they have or can get any type, size or style of collet you could imagine, and the chuck to go with it. You just gotta be able to pay for it.
Collet chucks and their various and assorted collets, accessories, and paraphernalia are machine tools, and are manufactured and usually sold to professional machinists, who are willing and able to pay top dollar for tooling as long as the quality is very high. to walk into a machine supply store and buy an off the shelf collet chuck and set of collets, you could very easily pay upwards of $2000.00
We, on the other hand are for the most part a bunch of cheap old skinflints who will squeeze a penny till Lincoln screams. The cheapest way I know of to get set up with a usable chuck and collets is buying chinese made direct throught ebay. You could probably set yourself up with a morse taper collet chuck and small set of collets for under 100 bucks, if you wait till they get here from hong kong. The next possibility is to order a screw on chuck from either PSI (who are out of stock) or JR Beall (more expensive, but sexier tooling).
You pays your money, and you takes your chances.