Upvote:2
It's not uncommon, so you can buy them in any traditional market. There are, however, the real one and the "fake" one. I will recommend going to a decent restaurant and order a dish with it. Most fancier Chinese restaurants should have it.
Upvote:2
You can find sea cucumber in markets near harbor or hotel restaurant. The price is around NT$400/600g in port markets, but it depends on some factors. In hotel restaurant, a set of sea cucumber in Evergreen Hotel is about NT$2000.
I think there are meals of sea cucumber in most 5-star hotel. If you can read Chinese, have a check on this website for this dish.