Any number of places in New Orleans ship, Randazzo's, Gambino's Haydel's and many more. Who has the best is always a heated discussion in New Orleans. Check the New Orleans board and search for King Cakes, I'm sure quite a few threads will come up.
I live in East Nashville. I am originally from NOLA and I make king cakes for sale. They are available for order at: firstname.lastname@example.org or Porter Road Butcher on the weekends. I would definitely order one to insure you get the flavor you want, or get one at all because they go fast!