The first place I would look is McMaster-Carr. They have a huge selection of stuff, and I know they have Delrin available. Browse around if you're going to order, you might find some other fun stuff that you can use for "alternative" activities, like stainless steel ball bearings in a number of sizes... 

I'll steer well away from glass.

One solution I've tried is a plastic coke bottle, just fill it to the brim with water and voila
It will still have a little give in it but it works just fine. Alternatively you could just never drink the coke. Still steer clear of an empty glass bottle like everyone else here suggests

Ah yes one of the finer things in life. A coke bottle up the butt is up there with old single malt whiskey and rare French cheeses 

Its not available here in Australia sadly
that said POM juice also has an interesting shape
thanks for the suggestion, i'll keep an eye for it if it ever appears down under

Fill that coke bottle w/hot water then stick it in, .......whole new level 

I have had quite a few cases of blood in the bottom of the shower, just a little bit. I did check myself into hospital once, bad bleeding from the butt. The problem was that i was in a hurry, i should have taken my time, used more lube. I just opened up an anal fissure, it came good on its own with a gew giggles from the nurses and a pissed off doctor.  I put even larger things in now with no problems, plastic coke bottles included. No sharp edges, no chance of shatter, can be firm or a bit squishy.  i have found that the straight walled 1.5 litre softdrink bottles (96mm dia) provide just right amount of stretch. And all of these bottles cost almost nothing, a dollar or two. And all reusable.   

Nice toy.  I have one toy that I molded from a 750ml glass bottle.  The one on the left in the pic below, stolen from google.  
I molded in in two part urethane, rather soft which is fine for a toy 3 inches across.  When I was working with this stuff a few years ago, there were few suppliers of Pt cure silicones,  and only one that would deal with smaller producers.  I used what I could get and afford.  This toy would have used at least $200 worth of silicone IIRC.  
I have made a few nice toys using glass bottles to pull molds, but to be honest I've played with more than my share of glass items as well.  Yes, The old 750ml coke bottle was a beauty.  YMMV, but I never had a problem with the one that I used to use.