To cite Wikipedia
The change in temperature modifies the positions of the atoms slightly within the crystal structure, such that the polarization of the material changes. This polarization change gives rise to a voltage across the crystal. If the temperature stays constant at its new value, the pyroelectric voltage gradually disappears due to leakage current (the leakage can be due to electrons moving through the crystal, ions moving through the air, or current leaking through a voltmeter attached across the crystal)
And yes, you can buy them. Some, like Axinite, were used to remove hair and lint from objects.
There's no site like www.buypiezoelectricgems.com... So you should google them one by one and look for sellers. Or go to a gem fair.