The best source I've found for them is Finestkind (lobsterday.com) which brings them into the area (along with lobsters and shrimp) 3x a year.
I have always let them sit a while in cold water with some cornmeal to help clean out the sand, but I don't know that you "need" to do that (or even how much difference it makes).
I've asked this before on this post. Seems like to only place to get them is at Wegman's. I've seen them in the Hunt Valley store but haven't gotten them yet. My question would be whether one needs to let them purge in cold saltwater before cooking. I'm thinking of battering and frying them a la New England.