1) the antenna gain varies pretty widely. 2dBi used to be standard, but recently I've used a number of stock products that are 5dBi or better.
2) I tend to order accessory items like what you're look for from
NewEgg. . Some people don't like dealing with NewEgg, but with their broad inventory, I can usually find the odd piece or part that I'm looking for.
3) Brick and mortar stores do carry these items. However, I've never seen a broad selection. Best Buy, Fry's or Circuit City will probably only have a few external antennas. For this type of an item and a good selection, I'd recommend stopping by a MicroCenter or CompUSA first.