Gun shows in Houston seem to have primers regularly. Every time I've gone in to get the primers I wanted, they had them. The most difficult to find seemed to be the CCI 41 small rifle primers, but I can usually find a box or two if I go early enough.
Also depends on how much you want to pay.
There's another show this weekend in Pasadena. Not usually the best show of the Houston area shows, but good enough. There's usually one or two guys selling reloading supplies each show and for the last few months they seem to have had primers in stock.
Again, depends on how much you want to pay and for which brand/type you're looking for.