Heh. Pretty sure this doesn't require a script, but maybe you guys really do have it hard over there in the States these days.
I do prefer grapeseed oil. I never use anything other than what you could find at your local Wal-Mart.
For the .22um, just google ".22um whatman syringe filter" and you'll find a supplier pretty quick. Don't forget to order a few sealed sterile vials and a few 10ml syringes along with MORE THAN ONE FILTER.
If you are not comfortable with the filtering process (it is extremely simple, but some are understandably nervous), you can also use google to find "sterile injectable oil."
Google. Google. Google.