My experience is basically 'every' non-horrible supermarket in the US has rolled oats, usually Bob's Red Mill: http://www.bobsredmill.com/organic-thick-rolled-oats.html
Good to know it could be easier in the US to find good oats than in Canada or the UK (actually this is confirmed by me also finding good oats quite quickly in Boston when I was there for a few weeks).
Mostly I wanted to make the point that if you've tried making muesli with oats from a standard shop/super market in a non-Swiss country (likely with the exception of Germany and Austria?), then chances are you didn't enjoy it because they were not suited for the purpose, and it might pay off trying again.
Reading Wikipedia [1] I notice that I should also try steel-cut oats some time (more bran meaning more taste and health benefits?)
Like GFK_of_xmaspast said, it's largely a matter of choosing the porridge/baking shelves instead of cereal/muesli shelves.
> it's largely a matter of choosing the porridge/baking shelves
This must be a US thing. I've never seen the brand that GFK_of_xmaspast mentioned in the UK or Canada, and have never seen any oats with that kind of quality in any supermarket in either country either.