The best place to get a heavy gauge cable that you seek is your local car stereo store. They will have heavy-gauge cable and connectors in stock (or rather 95+% of them should). If you ask them nicely they'll probably even crimp the end on for you with the proper tools. If you only need a few feet, they might even sell you the connector and give you the cable if you ask nicely.
Other than that, a welding supply store. Both of those places are going to have better cable than what you'll find in an auto parts store.
Other than that, a welding supply store. Both of those places are going to have better cable than what you'll find in an auto parts store.