I do use shank or long bones too, but yes they can be harder on the teeth. It's better to just use knuckle (joint) bones.
I've gotten the sliced up shanks from the grocery store (they usually have them seasonally for soup making), and usually get knuckles from a butcher. But Nature's Variety sells frozen raw bones too. I try to steer clear of most pet store bones, but the NV ones are good, and I also have some of the Merrick shank bones. These are the ones I've gotten:
I steer away from anything that's been cooked or smoked.