I tried RatShack and got fed up when all I found in the tiny box labled RF connectors was one or two N connectors that weren't even what I was looking for. Don't get confused with the N connectors that are for crimping on the end of wires, thats what I did and they aren't the right ones for building antennas.
EDIT: Of course NOW fab-corp has panel mount N connectors! Or maybe I didn't see them before? hmm....