Mario Batali also recommended the Da Vero olive oil, that's how I found it. Rox's olive oil can be obtained on igourmet.com. Harris Teeter has a decent selection of olive oils and we have a new Earth Fare here in Rock Hill that has a very good selection. Not sure how far a drive that is from Union.
I would suspect that it is a bit too cool here for olive trees. If they were cheap it might be worth a try, but at that price I'm not sure I'd risk it. Just the spring before last we had a late frost that killed the buds, fruit and new leaves of almost every kind of non-conifer in the region. Peaches wiped out. No acorns. I think that kind of thing would wreck an olive tree.