I've been looking for a source of waxworms and found a couple of feeder places in Ontario that also carry hornworms and silkworms:

Canadian Feeders - Your One Stop Feeder Shop!
The Feeder Factory

I have purchased mealworms and waxworms from the Feeder Factory at a reptile show and was happy with them, but I haven't tried mail order from either store (or dealt with Canadian Feeders at all).