You could try hobby lobby (either in person or online). They have 40% off coupons - I just got one via email. If you want the link PM me. They sell them too. Walmart sells them (or did, they've rearranged the cake aisle here lately at our store). They may not have them in bulk, but might be able to get you through until you get some in bulk...
Try WR Display. They're in Canada but they will ship to the US. And they have several size with patterns if you want, such as snowflakes.
http://www.wrdisplay.ca/catalog/cellophane-cone-bags.html
Use the "cellophane" link on the left, and then drill down until you get to the bags.
They're great to work with. I just ordered bags from them as well.
Keep in mind, the bags don't include ties, so if want them, you need to order them separately.
I get mine from Nashvillewraps.com and I think they were about 9 bucks for 100.
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