Wust Al Balad - If you don't mind to buy them second hand, there are a few shops in the Balad that sometimes sell them. One is close to Al Quds (the one on the way to Ras al Ain) @Downtown
Al Balad - There's a shop next to the service taxi's that go from Al Balad to 3rd Circle. I always buy my yarn there, prices are between 1 and 3 JD. Sorry I don't know the name of the street, but it's close to Mahmaz Shaheen.