Fishmongers, and Spanish, Greek and Japanese suppliers. Frozen whole octopus is reliable.
Worth knowing
Simmer it gently, never boiling hard, until a skewer slides into the thickest tentacle with no resistance — 45 minutes to an hour and a half, depending on size. Let it cool in the liquid, then grill or plancha it hot for colour. For pulpo a feira, dip it three times into boiling water so the tentacles curl before simmering.