Try to search on Google and Amazon.com first. Don't just look for "Gospel" and "bagpipes," but try "bagpipes" in conjunction with terms that evoke Gospel music, such as "Jesus," "Christ," "Salvation," or "Amazing Grace."
Have a look at specialty websites next. A good one to try is Music Scotland. If you're looking for sheet music, you can find it here.
Start a station on Pandora. This is a website that creates a personal radio station for you based on your musical tastes. You may discover the kind of bagpipe music for which you're looking.
Head down to your local record store and ask them what they have. Chances are they'll be able to point you in the direction of someone specializing in bagpipes or Scottish music.