Most bike shops will carry them. If you get Zeros then you need to make sure to get the covers specifically designed for Zero cleats. When I got my pedals Zero covers weren't available at the time so I bought some X cleat covers and modified them by trimming off one of the sides to let the adjustable float stops stick through. Consequently the covers don't wrap around and stay on as well. The one nice thing about Speedplay cleats is that because of the metal plate and the overall design, you can walk on them without covers and not degrade the function of the cleats. I often forget to put on cleat covers even when walking on gravel. However, be warned, a lot of wear of the screw heads that hold everything together will make it a PITA when it comes time to replace the cleat.

Here are some pictures of new and old (about 3 full years of riding) cleats. Note that the worn cleats, as beat up as they were, are still functional. I just replaced them as a preventative measure.