You can usually buy heating oil from local suppliers. You can find them by searching online or looking in your local directory. The websites for heating oil companies are usually easy to find and this is how I found my supplier for heating oil in Yorkshire.
You can also try asking other business owners in your area who supplies their oil because this can help you to ensure that the company you are ordering from is good value and reliable. You can also double check this by checking out reviews of prospective companies online to make sure they offer their customers a good service.