There is no shop or al bhed store that sell megalixir that would be good and convenient but unfortunatley no. During your quest you can find some chests containing the item but once you got them then thats that.
A way to obtain megalixirs is to bribe these specific fiends.
Xiphos-macalania woods- Bribe= 67,500 gil, he gives you mega-elixirs
another fiend is
Varuna - omega ruins - Bribe = 1,400,000 gil, he also gives you more mega-lixirs
there might be other fiends but thats what i know for now