McMaster Carr has all sorts of this stuff (and just about anything else you'd ever want to build anything.) Their web pages don't play well with links, but if you go to mcmaster.com and search for mesh, then choose wire mesh, it will let you sort by all kinds of qualities. I found a 12x12 sheet of stainless mesh with 0.002" openings for $14. Dunno what size you're after specifically, that's apparently small enough to filter talcum powder from water. For 0.02" openings, it's only $5-6 per 12x12 sheet. 0.02" is the size of sugar crystals, according to their page.
FYI, their shipping prices are fair but they don't give them up front. I think it's because so many of their orders are strange sizes/weights. I've ordered from them numerous times and never had anything like exorbitant charges, and they're a very reputable company.