if you're looking for U molding, then I know auto zone has it, as does Pep boys... lots of places. If your talking about locking strip/window stuff.. good luck, check glass installers, but they prob. wont have it. Online is the best place for it. You may have missed it in Auto zone. Ask them where the Door edge molding is, in silver color. they'll know what your lookin for. If you need cold cathodes, go to SVC.com and for neon (not as nice) goto walmart: 10$ a stick.
As for windows, i always cut them bigger than the hole, and velcroed them on, used U molding. That way, i can pop them out and clean em. Or replace them when they get scratched.
Shark