At times in the past the official Lego store has sold special individual characters, but not in a long while.
About 8 years ago I bought individual's of Darth Vader, Darth Maul and a Scout Trooper that came with an exclusive stand. This was before the licenced Lego characters started to sell on ebay for $20 a pop
.
So I guess the answer is ebay, unfortunatly.