www.wildernessfamilynaturals.com has cases of coconut water that you can order. Shipping isn't too terrible, and it supports a small family-owned-and-run business. Prices are lower if you join their buyer's club.
They also sell in various retail outlets around the country if you check their website, including:
|Bonne Sante Health Foods
1512 East 53rd Street
Chicago, IL 60615
I'm sure there is some price markup though if you go retail, although then you are not paying for shipping. It might be good to check both, especially if you plan to buy in bulk.