If you are throwing a party, and don't have the time or inclination to make a batch of beer for your guests, you must find a place where you can purchase one. The local microbrewery is the first place I would call. If they don't sell kegs right at the brewery, they will be able to tell you where kegs of their brew are available or you can use the Kegerators.com keg beer directory to locate a keg beer retailer in your area. If you live in a remote area without access to any local brewing establishment, your local neighborhood liquor store is a good place to go, even if it doesn't advertise that they have kegs. You might still want to inquire there about where you might be able to get one. You will have to do some web search, phone or footwork, most likely, in order to find the best place for the purchase of kegs.
Large liquor retailers like "Liquor Barn" are going to be the most inexpensive places to buy kegs, aside from the actual brewery (if they even sell on-site). If you can get a keg at a smaller retailer closer to you, you should consider it, though, because it will save you gas money.
The only place you are likely to encounter any real problems finding a keg of beer are Utah and some of the "Dry" counties in the south. The state of Utah has actually banned kegs altogether. Don't cringe too much, though, the only beer even allowed in that state is pathetically weak anyways. If you are lucky, you will be able to get the keg delivered to your doorstep. States where beer can legally be delivered are AZ, CA, CO, CT, FL, IL, IN, MI, MO, NJ, NY, OH, VA, WA, WI. If you live in one of these states, inquire about delivery options. It might prove to be expedient to have a keg delivered rather than take up your valuable time fetching it yourself.
Be prepared to lay down a deposit when you go to buy your keg. This deposit covers the keg itself, most likely made of either aluminum or stainless steel, in case of damages.
Most places where kegs are sold will also sell or rent keg taps, plastic tubs and ice to keep your keg cold and the beer flowing smoothly. Without proper planning, though, you are likely to lose up to 25% of the volume of the keg beer from over foaminess. The best way top avoid this trouble is by having a kegerator on hand to dispense your beer from. When beer is maintained at the optimal temperature of 36-38 degrees Fahrenheit, you can be sure that foam will be less of a problem and that the beer will flow smoothly and evenly.
Another handy tip for making sure the your keg plans fall all in a row is pre-ordering. You don't want to rush around looking from place to place to find that all the kegs are sold out. Reserve yours so that you know it will be there. Make sure, if you do not have a kegerator, that the keg is placed well before the party, surrounded by as much ice as possible, and wrapped around with an insulating blanket to protect it from the heat of the day. By doing this, you will ensure that the keg is sitting still and not jostled around just before being tapped, thereby lessening the amount of foam that will come out of the keg initially. You will want to be able to re-stock the ice as well, to ensure that you are keeping the keg as cool as possible. The keg should also be placed in the shade for this reason.
If you follow these tips, I am sure your keg party will be a success. At least the keg part will. It's your job to make sure that people show up.