There are two sources that I use exclusively because of excellent service and great quality plants.

http://www.aquariumplants.com/
There is a sidebar on the left with a tab for pond plants. This one does require multiple plants for some orders, usually three to six. The water lilies are sold as singles, and are huge.

http://www.watergarden.com/
I think everything here is sold as singles. Good quality, but without the size in most cases as the other place.

While I don't shop mail order from them as they are a half hour drive from me I highly recommend Hughes Water Gardens. They supply many nurseries wholesale and do sell directly to the public as well.

Sometimes people will exchange for garden plants, it doesn't have to be pond plants.

I have purchased many waterlilies from Kat who sells on various ponding forums and eBay. Always huge for great prices below retail. Be careful on eBay there are many who sell waterlilies that aren't truly named.

Here is a link that might be useful: Hughes Water Gardens Online

Another source for water plants would be a local water gardening society, if you have one in your area. The one I belong to has an annual "plant exchange" during a May meeting, where everyone brings their excess, and other members can help themselves. It's a great way to try new things with no cost.