Any drafting supply place should have the 2mm lead in various hardness. 2mm is what mechanical drafting pencils use. Levenger sells colored lead and highlighter type 5.5mm leads but I don't remember what their price is.
I've bought them from Levenger in the past.
http://www.levenger.com/PAGETEMPLATES/PRODUCT/Product.asp?Params=Category=8-223|Level=2-3|pageid=5397|Link=Txt
PSI has them also.
http://www.pennstateind.com/store/wsk.html