If you are going to a beach destination first, just wait and get it there. It will definately be cheap and easy to find.

I found one in H&M, quite expensive at £4.99 (though it was supposed to be a whopping £9.99!) but at least I have it now. Thanks for the help everyone!
I have one from Debenhams and a lot of the discount shops sell cheap ones. For travelling, just avoid the flimsy, silky kind that snag on their own embroidery.

The best place to find a sarong is online. I love http://www.1worldsarongs.com
They are the "The Sarong Source"!
The quality and price is outstanding. 1Worldsarongs also provides a "how to tie" section.