I saw zebras being listed on CL in Indianapolis just today. One person has them ALL the time.
http://indianapolis.craigslist.org/pet/4661198071.html
Many Petsmarts often have them, although they are more likely to have society finches and canaries, if they have anything besides budgies.
What part of Indiana are you in?
I also might be able to dig up contact information for a canary breeder who has had zebras at our bird fairs before. If you can wait until November, and make it to the next bird fair in Greenfield, there are sure to be zebras there.
But as far as Finchfarm goes, I have heard good things, and I was going to order from them myself at one time, but then I found what I wanted locally. (Star finch)
Good luck!