Lowes, ace hardware, local fish stores, etc. Any hardware store should have plenty of it. IMO go to lowes they have a pretty large selection.
I would go ahead and use threded so you can take it apart if you need to for any reason. If you do use threded make sure to use the PVC tape that wraps around the thread to prevent leaking.
If you go ahead and use slip (you will probably need to for some parts) make sure to get the PVC glue.
Hope this helps, let me know if you have any other questions.