As for where to buy, I bought it from www.iherb.com If you use the referral code KAS985 then you can get $5 off your first order. The shipping was incredibly fast when I placed my order.
And I don't believe in dry runs, it hurt me so bad. Wait until you get your period to try it out. Prior to using the diva cup, it used to hurt me so bad to insert and remove tampons, but I don't have those issues with the diva cup, it's great and I couldn't be happier. There was a little bit of a learning curve to insert it, but for me, it ended up being much easier than I thought given what others said.