I created the labels for my business myself in Microsoft Word using Avery mailing label templates and printed them on my color laser printer. I have a graphic design background but even if you don't it's not too difficult to do it yourself.
You can pick up labels at any office supply store or go online for a larger selection (we used oval labels from http://www.onlinelabels.com/).
Thanks for the suggestions. I was looking for large quantities. I do use Vistaprint for my business cards but they're too expensive for the quantity I was looking for. Same thing for Zazzle Unfortunately I don't have a laser printer either. I'll check out the others mentioned.