Mandrake is a good easy to install distro but if you do much updating, custom setup etc you will want to try a debian based distro such as Knoppix or Kanotix. Apt-get makes this soooo much easier.

I got my first Linux system from Linux Format magazine which includes a disk or two with each issue & generally features a distro every 2nd or 3rd issue. There are other Linux magazines which do the same. I think Knoppix was on Linux World a couple of months ago.

You might also try to find other Linux users in your area who may have disks, check your local library. Most libraries maintain a listing of local activity & hobby associations & groups. If you are near a university, also try the university bookstore &/or contact the computer science dept at the university.

I even saw Mandrake & SuSe for sale at Future Shop once but both were out of date releases & rather overpriced.
I will try and look in some different places, I will also keep an eye out for any magazines that have any live CD's I assumed Knoppix would be limited and not include too much, but after reading more about it it seems it has more to offer than I used to think.