TechNet would probably be about the only legal download source, assuming they still have XP for download, and obviously that would be way more expensive.
However, it sounds like you have an OEM computer, in which case you should try asking the OEM if you can get copies of the restore media. Might cost you a small shipping and handling fee, but it'd be less than anything legal you'd find on eBay or anywhere else. Also, the license key you have is a volume key, so you can't just use it with any random XP CD you may find.