I know of three places where you can buy teleport stones. One is traveling in a "leisure craft" airship and buying it on that. One is at the northeast section from a guy at Balfonheim port, this comes later in the game. The other is buying it from the seller in the Bazaar in Rabanastre, but that is later in the game when your "status"(clan status?/hunts?) increases. You can get the stones by doing clan hunts sometimes. Try a chocobo, also late in the game there is an airship. Save your teleport stones! By the way, when you have an option, get some Ghysal Greens, to be able to pick up a Chocobo sometimes.