The best prices I've seen recently are either POP (Accross from the $10 pesos store or Plaza Lama in Santiago. Worth the trip. For some reason most Sosua stores usually charge 10 to 20% more.
PriceSmart in Santiago, is where we usually buy them, but if you can't make it to Santiago, try the store right accross the street from the police station, in Sosua.
BTW: 5,000 BTU's may be a bit rare. You should find 8's & up.