I got a bunch of Styrofoam for free from our local pet shop. Their fish order comes in every two weeks, and the "coolers" that the fish are packaged in are actually Styrofoam sheets that line the walls of the box.
If you want to get it for free, I would check out the pet shops in your area to see if they come in like that. Also check some of the flower shops in your area, very often the flowers will be packaged in Styrofoam "coolers" as well.
Most places will save them for you, provided that you come to pick them up after they've finished unpacking their orders. It will help reduce the amount of waste in their dumpsters as well.