I think you can get it via iTunes, but I've never done it that way. I've always gotten my firmware from here: http://www.ipadforums.net/ipad-hacking/24939-official-apple-ios-firmware-download-links-ipad.html. Just make sure that if you use Internet Explorer to download it from here, that you change the extension to .ipsw (IE will download it as a .zip file - and don't unzip it, either).
Regardless of where you get it - it's not a problem to download it to use later.