A few places to find these besides eBay/Amazon which have retail outlets. Office Depot still have HD DVD-R's on their website. They show in stock. A little pricey at 14.99/each.
http://www.officedepot.com/a/products/332939/Memorex-HD-DVDR-Recordable-Media-15GB/Also, Walmart is still selling studio HD DVD's on their website, a few different titles, although they are priced like they were 5 years ago. Much cheaper elsewhere. Interesting that they still have them for sale and haven't discounted them to get them out of inventory.
http://www.walmart.com/cp/HD-DVD/486303