Make sure you get cypress mulch bark, and not the cypress mulch wood (like the no float at Home Depot). The wood stuff is very sharp and pointy, and I have seen it injure eye balls before. The bark is much softer, and seems to me to hold moisture a bit better (which is generally the reason someone picks cypress to begin wit).
Edit: We get ours at the local feed and seed. We use Gold Seal Select Cypress bark.