create your own (you must know how to solder and have a good knowledge of hardware) or buy one at an electronics store
You can get action replay at almost any store that sells games. Gamestop, bestbuy, walmart, or toys r us. Its everywhere and its about $20-$30.
You might want to call around. On the website, my local GameStop (there's five) all showed zero xbox consoles in stock. Called. First one had 14 in stock. Good Luck... Also (just one link of many to make your own - should kind of show you how easy it is...) http://www.xbox-scene.com/articles/homemade-action-replay.php