Lots of shops sell them, including supermarkets, home electrics, camera shops and even local stores.
Depending on how often or how you use them, it may be worth doing an internet search, to decide which brand to go for (not all batteries are the same). If you go to the Fenix Torch website, you will also have an option to buy rechargeable ones too.
There are many independent battery retailers, or you could even just go direct to 'energiser' (what used to be ever-ready). I use this site for my orders of AAA batteries, as it is just as cheap as going to the supermarket, and saves me the hassle of going into one lol!