I know you can buy the ears and get them embroidered at The Chapeau on Main Street in the Magic Kingdom. It's just to the right of the Main Street Bakery. I know there's somewhere else I think at MGM Studio's but the Chapeau is the only place we've ever been. Kind of a tradition for us eavery trip. A new set of ears each time!!
Also several shops in DDT. Christmas Shoppe and World of Disney are two I know of. It's my understanding that only the Main Street Shop in MK will do the traditional script--meaning the kind Annette Funachello and friends wore for the Mickey Mouse Club.
You can get them embroidered for $2 in Mk at both the Chappeu on Main Street and Sir Mickey's in Fantasyland
For $7 you can get them embroidered in MGM at the 5&10 or in DTD at Days of Christmas
In 12/06 in DTD ,in the christmas store, it was about 15-17 dollars for the hat and the embroidering (and depending on how busy they are it could take hours and you would need to go back and pick it up). A few years ago on main street in MK the "name" was included with the hat and done right then. Have fun!!