They should come with them. For a while (right when the Silicone jackets came out) it was a mixed bag. At the stores I went to, they appeared to have the old remote, and the new remotes in a different packaging.
As for buying them online, who really knows. But after the Christmas rush I can't find any remotes at all. But all new shipments should include the cover ... it just depends what inventory the seller is pulling from ... new or old.
I personally don't use the rubber jackets, but Nintendo does offer you up to 4 rubber jackets for free if your system was purchased before they released the jackets (which was fairly recently, so I'm pretty sure the majority of Wii owners are eligible for this offer - and even then I'm not sure how strict they are on who gets these...maybe everyone does).
Just go to http://www.nintendo.com/consumer/jacket/jacketrequest.jsp and fill out the form. It does require the serial number of your Wii, which is located on the bottom of the console I believe (if you have your console standing vertically).
They also offer up to 4 free wrist strap replacements at: http://www.nintendo.com/consumer/strapreplace.jsp If you're still using the flawed straps that had a really thin thread where it connected to the remote, I'd suggest grabbing those if you actively play lots of Wii Sports.
This should save some of you the stress of trying to figure out which Wii remote packages come with the rubber jacket