Max,
I'm guessing that the light blue rain covers (with 'NIKON' writen large on the side in yellow) you have seen are the free rain covers given away by Nikon Profesional Services at major sports events ( Olympics / Open Golf / World Cup etc ). Canon give away similar covers but in white with 'Canon' written in red on the side.
You can't buy these, just ask for one next time you see an NPS or CPS presence at a media centre, or if you are on good terms with your NPS/CPS rep, just give them a call and ask them nicely to send you one.
There are lots of makes that you can buy in the shops. The best is probably 'Aquatech' but the UK prices start from 180 GBP. I'd recommend having a look at the Lightware raincover, the Flashcentre in London is selling them for 27 GBP
Aquatech dealer in the UK Lightware web page for Raincovers Flashcentre / London
Hope this helps,
John.