Blockbuster apparently is boycotting the title, and everytime I call them, they find much joy in infuriating me by saying "NHL 2003?" and I'm all "No, it's a different game" but refrain from saying "NHL 2003 sucks so much ass" cuz it does.
I've got it at my Blockbuster (Winnipeg) but just recently, and just for X-Box. Try asking for "Sega Sports NHL2K3" next time. I think that's the proper name of the game (they're probably totally clueless about there being two games with similar names and think "What a moron" each time they hang up).
here's the cheap import stuff: http://www.toysnjoys.com/closeout_psximport.html and here's the (expectedly) more expensive brand new stuff: http://www.toysnjoys.com/psximport.html oh and a dance-specific page: http://www.toysnjoys.com/konamimusic.