I tried a couple bakeries and also The pumpkin House, they will only sell it by the slice at 90 NT a piece. It would take about 12 pieces to make a full pie, so even with a negotiation and discount it would still be very expensive.
This comes up every year at this time. Some buy at Costco because it’s cheap and pretty good. The frozen stuff found at resteraunts sucks.
Try doing it yourself. This has been posted before but . . . well, it’s that time of year. Stop looking for it and make it. Damn easy. Find a DIY baking store (found easily in every city) They will have frozen crusts and disposable tins. They will also have the large cans of Libby’s pumpkin pie mix. Get the mix and read the receipe on the lable. Get all the ingredients mentioned. When you get ready to do the deed, forget about the kitchen and have fun! (Just joking around there - It’s a long night) Put the crust in the disposable tin and poke a few fork holes in the bottom of the crust. Pop in the ol’ toaster oven on medium while you mix up the stuff from the receipe from the Libby’s label. When it’s mixed I like to add just a little more cinnamon. Now just pour the mix into the crust and cook for the time stated on the label. The large can of filling will make a little more than two pies so make sure you get enough of the crusts. I usually buy four and make 2 large pies and one shallow one. The other crust gets cut into pieces and sprinkled with cinnamon sugar and baked so I can have a snack as my pies cool. Don’t forget to pick up a really good bottle of Aussie Shiraz to go with your snack. Enjoy!
Thanks Enigma. 
Sounds like you know your way around the kitchen. I’m also very ambitious in the kitchen but didn’t have time to bake a pie this time around. I did end up finding a delicious one at Finga’s for $400 NT.
A little late, but still early for next year: La Terrasse (near Biz House and DaDun Carrefour) has very good pumpkin pie, but their Thanksgiving dinner is average.
http://www.taiwanfun.com/central/taichung/dining/0108/0108rrLaTerrasse.htm