It seems logical that I could buy a roll of 2004 nickels at face value. Is this possible? Where can I get them?
Always check your bank. Try them during an un-busy time, make friends with the head or vault teller and generally be nice and you may luck into more than just nickels if they have half dollar or other oddities for you to buy and to search.. I had a teller or two in Texas that used to let me get half dollar rolls and state quarters and Sackies and would hold them for me for when I came in. I never found anything valuable/silver but it can be fun to search! Haven't had that kind of luck here in IL.
I bought a number of rolls from my bank. I bought them for face value. I have seen people selling them on ebay for $4.00+
And of course you have the trusty US Mint. Bought there, you can get the two roll P&D set for $8.95. Or you can buy them on TV for $16.84 in non-government rolls. I can bet you won't do that....