Use the pen tool. You can either draw the whole thing (which I prefer to the second option) or draw one side, duplicate and flip it horizontally and connect it back together. I personally like the slight imperfections from drawing the whole thing versus a perfectly mirrored copy of one half the drawing.
This applies to the other image you linked to as well. It might be possible to find the same or simpilar shapes on some of the free vector image sites. But by the time you find it, you could have simply drawn the thing.
Take care, Mike