Best advice for buying a replacement spoke
It's worth asking at your LBS. If you've got more than one LBS, try asking them all.  :)

I don't know if most bike shops have it, but I know at least one of my LBSs has a piece of equipment that cuts a spoke and puts a thread on it at the same time. They routinely cut (and thread) spokes to length. From talking with one of their employees, I guess it was a better deal for them than trying to stock a ton of different length spokes.

Rims might be a few fairly standard sizes, but there's a lot of variety in hub flange diameter. Spoke lacing pattern also affects the needed lengths. In other words, even your unusual size might be something they already stock. Or if they've got something that's just a millimeter or two too long, it's probably possible to cut it without putting thread on it and still have a useful spoke.