I have never heard of buying an engine and having the ecu come with it but I guess anything is possible.
Look here for an EPROM. It comes already socketed and is tested good. You could buy off ebay and maybe find a deal but you also may get a bunk ecu. If you buy a socketed ECU you can just buy the DSMlink and install the chip yourself instead of being without an ECU for a while when it is getting socketed.
http://www.ffwdconnection.com/electronix.shtml It is about 3/4 down the page. I wish 1g EPROMs were that cheap, I would have my DSMlink already.