I'd suggest going into Sanko and asking for it there. If they don't carry it, they might be able to direct you to someone who does. You can also call Sushi Kaji and ask where they get their fresh wasabi.
I posted an identical request in 2003!!! Never did find it - everything at Sanko was horseradish. Finally found some in Chicago on a trip, so must admit I haven't been searching here recently. Was served some last time i was at Kaiseki Sakura.
I have seen fresh wasabi root at Taro Fish market (Bayview and Sheppard), $25 each. But it is not downtown. zamorski, do they send you the whole root or the paste that is already grated from the root when ordering from State ?
If you're taking the time and effort to purchase wasabi root, you should look into getting a sharkskin grater. Also, once grated, it needs to be used within 10-20 minutes as it loses its flavour quickly.