I would recommend these two suppliers if you are thinking about getting a pet beetle:
BugZUK - provide Attenborough with bugs for filming and is the family home of Jess French (CBeebies Bug Hunt presenter)
The Spider Shop - They don't just sell spiders. I got my beetles from them, they sell all the kit and are great to deal with.
Keeping Beetles As Pets
I get asked a lot about where you might get a beetle to keep as a pet.
There are some important things to take into consideration if you are going to keep an invertebrate as a pet.
The first is that you need to make sure you know how to take care of them and replicate their natural habitat. You can find out some useful information here.
The second is that you should buy them in pairs, a male and a female.
The third is that adult beetles don't live that long. Learn about their life-cycle and you may find you can breed them.
The last thing to say is that you can only usually purchase adult beetles from the end of April / early May and through-out the summer months.