Isn't there a Trader Joes in Cinci? They'll probably have live lobster.
For Christmas Eve dinner this year, I bought three, 1.25lb lobsters from a local fish market. I had to call them a couple days ahead of time so they'd have them there in the store. It ended up being $50 for all three, so about $13.33 per pound.
MAKE SURE the lobsters are lively when you buy them. They shouldn't be dangling their claws when you buy them. A sluggish lobster (or a lobster that doesn't move at all) is a dead lobster, which means that the shell will be full of nothing but a white liquid, since when they die their liver releases a chemical that turns the meat to a liquid. I was supposed to get four lobsters from my fish market, but one I am almost positve was dead, so I wouldn't buy it.
If I was doing it again, I'd look at getting just lobster tails if I could get them fresh enough. The whole lobsters aren't bad, but lobster tails are a lot less work.
Edit: Almost forgot, the local fish market was still cheaper than the lobsters in the tank at Meijer