Danny, I get 0000 steel wool at Home Depot or the hardware store.
Bryan, I've had some success taking scratches out of stainless steel with 220 wet or dry sand paper and cheap stainless steel cleaner. What you are basically doing is 're-scratching' the 'grain' back into the stainless steel by sanding it. The stainless steel cleaner acts as a solvent.
Depending on how deep the scratches are, you might not be able to get them completely out, but the sanding will mask them to a large degree. But you need to be very careful to sand 'with the grain', and to have very straight strokes. Also, just like if you were sanding a fancy piece of wood/furniture, you need to sand *past* the end of the piece, or you'll see the marks where you stopped short. So if it's at all possible, remove the piece of ss you are sanding to allow yourself to run your sandpaper right past the end. Then take your time and pay careful attention to your work. And like I said, if the 'cross-grain' scratches are very deep, you'll need to work for awhile to either cover them completely or hide them sufficiently.