I can normally find all sorts of nuts in the local supermarket.
I even got pine nuts and pecans there the other day. I had happy birdies all last night, hehe
It might be worth buying some in bulk and storing them well. I know my lot get through them quickly. Stuff in shell, that is.
I would concentrate on finding small amounts of pre-shelled as it doesn't last as long, but shell covered ones can. I've had some Filberts (cob nuts) since last year, they still taste fantastic, i eat them myself and give some to the budgies half cracked so they can pick it open.