Properly speaking, a mule is born as a cross between a male donkey called a "jack", and a female horse called a "mare." If the animal is born as a result of crossing a female donkey called a "jenny" with a male horse called a "stallion", then it is really not a true "mule", but is called a "hinny." Mules are much easier to breed for than a hinny, and are quite a bit more common.
When it comes to actually finding a mule for sale, they can typically be a little more expensive and are usually a fair amount more difficult to come by in general. Most of the people I know who have bought mules, have decided to travel back east to Amish country in order to find a good mule to purchase. The Amish still raise quite a few mules because they are their primary means of pulling farming equipment and doing work around the farm. (Though they usually use horses to pull their buggies.) Because of the amount of mules raised by the Amish, any place where there are a good number of Amish folk is a pretty good candidate for being a good place to find mules up for sale- usually some place like Missouri or Ohio.
If you're a good animal scientist, you might even decide to clone your own mule! In Idaho in 2003, researchers from Utah State University and from the University of Idaho worked together on what is called "Project Idaho" to produce the very first mule clone. They named this clone "Idaho Gem" and he went on to be a racing mule, winning a few races, and even breaking a few records.