Try to look for the Color Bright brand in stores, if you don't want to order them online. They're generally pretty good quality, except for the little hook on the top, but you can cut that off easily and then the sticks are perfect and pretty durable.
Ordering online from a wholesaler is cheaper in the end, though, I think. extremeglow.com ships pretty fast and sells sticks pretty cheap, so check them out.
RE your question about the sticks used in the tutorial you linked: those are Color Brights. You can order 'em on extremeglow.com for, like, $0.80/ea., which is pretty good compare