I've seen others state that they use only 3 or 4 of the gears on a casette, but we have to replace the whole casette... just for a few worn out gears...

IS there any place to order the individual gears that we most use?

Yes you can get them, but it won't save you any money over just buying a whole cassette on sale.
http://www.loosescrews.com/index.cgi?c=Freewheel&sc=Individual%20Cogs&tc=Shimano&id=265371311141
Also the better cassettes are built with the cogs tied together on carriers and can not be separated. Most people looking at getting single cogs are looking to customize gearing ratios, or only need one gear for their SS. If you only use 1 or 2 gears then you might look into making your bike a single speed, which is what I ride most often. Just start throwing away all those extra cogs, chainrings, deraileurs, shifters, cables, ect and you end up with just some strong legs and some fun. :D

I've bought a few individual cogs from Sheldon Brown. These were for converting cassettes to closer ratios, generally giving up the 12 in favor of adding a 16. I would agree that it's unlikely that you can save any money replacing cogs, in fact sometimes it's cheaper to buy two cassettes to combine into one. Many cassettes have the larger three cogs combined on a common carrier and there is no way to use them separately. In addition, some cassette, like Ultegra, have the 4th and 5th cogs combined with revits but they can be separated and used. Usually the 12, 13, 14, & 15 tooth cogs are individuals.
What I've offered here applies to 9-speed Ultegras, there are other variations with other cassettes. My favorite 9-speed cassette is a 13-26 put together with parts from a 12-25 Ultegra and a 12-34 XTR mtn. I got the 13 from Sheldon. It's very light and works well with the hills I ride.

IME buying 3 separate cogs is about the same total price as a cassette. So, you'll save money if you only need to replace two cogs. YMMV

SRAM cassettes come apart completely. I have the PG-970. The smallest gear is unattached, and the remaining 8 gears are held together by a long hex screw (1.5mm). The only problem with mixing and matching would be that you'd have to keep the second gear, because that's what the screw screws into.

Not much help for individual replacement, howver it may make mixing and matching cassettes easier.