You can actually get them in the 4000-bead tray though Amazon lists it as "slate blue" for some reason (this one: http://www.amazon.com/Perler-Fused-Bead-Tray-Package/dp/B001KW4H60 ), but it's the only way they still sell them. so it's kinda annoying to buy all those colours when I only need the one.
If there's a Michael's or Joann's near you, that would be a good place to look. Other than that, Amazon/Ebay.
Just get a pegboard or two (they come in 2-packs and 4-packs, and some beads and have at it..
Something like this is a good place to start.
Also, don't go off and buy every single color for no reason. Only buy colors if your project calls for them. :)
My very first bead purchase was one of these Perler trays. They're presorted and have a good range of colors that I was able to make small, simple sprites like a Link and Chrono. It's only 4k beads though, so it will go fast. After that, I picked out some larger sprites I wanted to do, figured out the color schemes and how many beads I would need, and started buying the 1k bags online.
The only other way I know you can get them in the US is the trays with multiple colors. http://www.amazon.com/Perler-Fused-Bead-Tray-Package/dp/B001KW4H60/ref=sr_1_2?s=toys-and-games&ie=UTF8&qid=1460392927&sr=1-2&keywords=perler+bead+tray
I know it's not practical but at least you do get some other common colors.