SDL: http://www.libsdl.org/download-1.2.php
SDL_Mixer: http://www.libsdl.org/projects/SDL_mixer/
SDL_Image: http://www.libsdl.org/projects/SDL_image/

All SDL Libraries are in the Libraries section of the LibSDL.org site (Note, use the .org URL not the .com URL.. the .com is a completely different site )

The search facility on the LibSDL site is quite good.
I would advise against looking around the net for versions of these DLL's especially if you're going to ship them to other people, unless you know that the DLL in question is genuine, you shouldn't use it. JDarling's DLL's will be fine, but you should use the ones on the SDL site.

JEDI-SDL only requires you to include sdl.dll, all other dll's are optional.
I always include mixer and image though in my work, although you could use OpenAL instead of Mixer without too much trouble I believe.