A friend of mine has a set of pentominoes called ``Quintillions'',
available from

Kadon Enterprises, Inc.
1227 Lorene, Suite 16
Pasadena MD 21122

Basic Quintillions is a set containing the twelve planar
pentominoes for $29.00. Super Quintillions is a set containing the
nonplanar pentominoes for $39.00. (The literature says there are
eighteen pieces, but I think there are only seventeen nonplanar
pentominoes. Perhaps they include some extra piece so you can make
a 3x5x6 rectangular prism) The basic set is a high-quality puzzle,
each piece laser-cut from a single piece of wood, with a velour
box.

If you want to make your own, you can glue little cubes together.
Here are patterns for the planar pentominoes:

X   X X     X X         X           X   X X   X X    X X X X X
X     X X   X X   X   X X X     X   X     X     X               X
X X   X     X     X     X       X   X X   X X   X   X   X     X X
X               X X X       X X X     X         X   X X X   X X

For the nonplanar pieces, let U, D, and B stand for cubes on the
upper level, lower level, and both levels. The pieces I know of
are as follows, where an asterisk denotes a piece that can be
reflected to form a new piece:

*                 *         *         *     *     *

B     D     D     D B   D   D D       B     D     U     B
D D   B D   D B   D     D   D     B   D D   B D   B D   D B
D     D     D     D   D B   B   D B     D     D     D