Ask your local gun shops. There really is no ONE good place to pick it up at. You can go to a gun convention, but you already have to haev an HSC card to purchase there. Meaning, you have to pass the test first, which is really easy by the way.
I would suggest not just going and buying one. Do your research on what you want, them call your local dealers for the best price (brand new, don't get a used one).
I just put in an order for the new sig pro, the sp2022, it finally got aproved by CA last week. I waited forever on that one. Do your research, call around, then go put in the order.