I bought a Sig Tac knife a few months ago, black aluminum handle version with "Sig Sauer" machined, or skeletonized into the handles. I am missing one of the screws already, and another is loose. Anybody know if the screws are available online, or am I going to have to dig around Home Cheapo to find somthing ?

I'd suggest going right to their customer service department.

If you do need to purchase new screws yourself, Home Cheapo () has a very limited variety of both sizes and thread count. You'd be better off going to a dedicated "nuts and bolts" store.

For local smaller bolts, nuts, and screws, (i.g. <4-40 thread size) try a model plane/rc racer hobby shop they usually have small sized quality tiny nuts and bolts. Home depot usually does not have such small threaded/sized stock. Assuming of course Sig doesn't help you out.