Where the hell are Wii? Here is a list of sources, plus some useful Wii finder tools, that may help you to find a Wii this holiday season.
The list includes a few places there have been recent (and current) Wii sightings online. If none of those places pans out for you, there are a couple of web-based tools that poll various sources for Wiis to check stock, and they publish this stock in near real-time on their web sites and in RSS feeds that you could add to your "My Yahoo" or "iGoogle" home pages. Those tools may be helpful to check to see if some online source does come up with a previously hidden cache of Wii stock.