Almost all of the markets that I/my parents have been to that sell dairy products have had goat cheese.  Goats are a pretty common commodity for farmers, and while goat milk isn't all that popular among consumers, goat cheese is. I would be very surprised to find a grocery store that doesn't have goat cheese, and like I said, my parents love goat cheese and usually find it at any local markets that they go to.

You can get some goat cheeses from regular markets. You're likely to find better goat cheese at specialty stores. The common brands of feta cheese, for instance, are significantly milder than feta purchased in a greek or international deli.

Yes, most grocery stores will have goat cheese. As with any cheese it's just in the dairy section.