Short answer: They come from God through prayer.
How's it work? Well, here's the way I understand the process: I schedule quiet time to vision and work on long range stuff every week. It starts with a blank yellow pad, an open Bible and a fresh pen. Then prayer. Lots of it. Pastor Chris and I are both very serious about wanting to "do what God is blessing, not ask God to bless what we're doing." After praying I just start writing down ideas as they come and I keep reading the Scripture over and over again. That usually winds up leading to other Scriptures which lead to other Scriptures and pretty soon a pattern starts to develop. Then I pray about the pattern, asking God to clarify things and after that, there is usually a theme and more Scripture verses. Then over the course of weeks or days, depending on my schedule, that gets distilled down into a manageable number of points and further prayer and quiet time brings the examples or visuals or other enhancements.
Usually, I don't use commentaries. If ideas come from other sources I try to always credit them, at least verbally. What I believe is that it's not my job to be original: there are no new ideas, all ideas were God's first and in 2,000 years of Christianity chances are somebody has already preached your sermon or developed your idea before you so don't try to be too clever. Just get the point across.
I believe, and I think most preachers will back this up, that during the period of time you are preparing a message, almost everything that happens in your life, discussions, accidents, tragedies, irritations, joys, somehow contribute to the sermon. You live with the sermon from the time you first read the Scripture you'll be preaching on until after you preach it. It is consuming, it is thought occupying and preoccupying. Sometimes you even dream of yourself preaching and wake up and write down what was said. God makes sure what He wants to say gets said, if you're open and give Him a chance.
Once I was hard pressed to find the words for a sermon. At that time in my life someone else was in charge of coming up with the sermon topics and so I had a tough one that I didn't know much about. I prayed, "Lord, tell me what you want me to say." The reply was instant and clear as a bell (as sometimes but not usually happens when you pray, I think). He said, "Tell them about me." Well, that has been the advice I have sought to follow for the last dozen years. It's a good final check on any sermon: does it tell people about Jesus or about you or about something else. If it isn't about Jesus, tear it up and start over.
There are a lot of places you can buy or download sermons or sermon series but so far I haven't felt the need for that. So far, God has been exceedingly generous in providing the topics, themes, and even the illustrations. If I do borrow an example I do try to give credit where credit is due. Now that we have a working website, I think it will be easier to post outside sources and links where people can go for more. I hope we can develop this in the very near future.
Finally, I think God speaks to us preachers by asking us the question: "What does your flock need to work on?" Then I think He shows us the answers and that provides ideas for future series. The idea, as I understand it, is that we are to encourage one another through the Word to keep on growing and maturing in Christ. Thanks for reading.