I got the shot today, at a pharmacy. Thanks for the good advice.
I first had to get a prescription from my doctor. Not all drug stores carry it, because it has to be stored at a colder than normal temperature. They told me it must be administered within 30 minutes out of cold storage. So, geting the shot at the pharmacy made sense (the fee for giving it was $20, which seems reasonable). Since my medical plan covers most of it, it only cost me about $50. in total.
I plan to get the pneumococcus shot in a few weeks.