You have to order them on the internet, and they come dried. I would suggest either mincing them extremely fine, or grinding them (or pureeing after re-hydrating) as you don't want to get a big chunk, really.
A word of caution, if you're going to grind them in a spice grinder type apparatus the alton brown way, be sure to wear a mask & some amount of goggles. If you get that stuff aerosolized and in your eyes/lungs you are entering a world of pain. These things are several hundred times hotter than habaneros and should not be taken lightly.
I normally puree them into various curries or stir fry sauces. My roommate did make a 'death sauce' with 50 habanero, 50 serrano, 75 thai chiles, and 15 ghost chiles, all sweated in chili oil to get 'em going, and then blended up with 1 cup of sriracha. It is really not a good sauce on its own, but it lends great heat and chile flavor to various sauces & stir fries.