Local. Every region has superb producers who are difficult to source elsewhere.
Some great producers that do have good distribution: Cowgirl Creamery, Cypress Grove, Maytag Blue, Jasper Hill, Uplands, Cuba (the last is about an hour from here and has superb aged cheddar- I always have the 5 and 15 year on hand).
Groceries like HEB in Texas and Fry's in Arizona have great cheese sections- look for any store featuring Murray's.
Fry's is Kroger's name in Arizona.
I have had mixed experiences with Murray's. Kroger and Tom Thumb (Albertson's name in Dallas) went heavy on Murray's a couple of years back.
CD