Bat detectors are mostly sold online. A web search of "bat detector" will bring up links to the major retailers. When choosing a bat detector the two key factors will be your budget and what you want to use the bat detector for.
Most people tend to start with a heterodyne bat detector as these are relatively cheap and easy to use, and you can quickly learn the basics of species ID, though practice is needed in order to identify a range of species with confidence. Another advantage of heterodyne detectors is that species are identified on the spot while you are in the field, meaning you can also use important visual clues to help identify the species.
If you are looking to identify bat species more precisely from their calls then you will need a broadband bat detector (frequency division, time expansion or full spectrum/direct sampling) and some sound analysis software.
If you are considering the purchase of a bat detector it may be wise to attend a few bat watching events with more experienced people and see what they are using and try them out. Contact your Local Bat Group for details of such events and for any bat detector training sessions they may be arranging or attend a BCT training session.