Depends upon how much you need and how thick.
We buy 4' wide x 20' long rolls of black neoprene closed cell 1/2" thick for numerous jobs from a local rubber and plastics supplier. We also use 1"x1" adhesive block foam pree cut and many others but we buy in bulk.
Most places like that allow walk ins and you can buy scrap rolls or short cuts for less than cost.
You don't mention where you are but if in a bigger city there should be one nearby.