The short answer is no, I really really doubt you're going to find 99%+ purity zinc rod at a local store. Unless you live in a big enough coastal town where there is a dedicated boating supply shop, good luck. You don't need a credit card to shop online, just a debit card, did you know?
That said, with all the rummaging around online waiting for stuff to mail in, finding cutting tools, cutting zinc and copper, filing it smooth etc. I'm guessing it's a good 4-6 man hours of work per ROP if you make them one at a time. I'd like to get rid of all the ROP supplies I built that are gathering dust in my basement, PM me if you're interested.
This part is C/P, but it's applicable to the OP's question:
I actually couldn't find where I originally got my pure zinc rod, they may have gone out of business. Here's some pure sacrificial zinc anode at a decent price (at least for what we're using it for):
http://www.jamestowndistributors.co...3&familyName=Martyr+Zinc+Pencils+Without+Plug
Don't get the zinc rod from McMaster Carr. They're great, but their "zinc rod" is only zinc plated steel, and won't really generate and effective charge with the cathode copper.
Oh, and for noobies who haven't the foggiest about what this ROP thing is, check this:
http://www.mattersofsize.com/forum/showthread.php?t=3101
