They should have 8/3wg UF at the home store. The other choice would be PVC
conduit and single conductors.

Hm, I think that I need 8/4 cable:

If you are buying "cord" like SJT or SO it will say 8/4 but "cable" like UF or
NM (romex) it is labelled 8/3 wg* (*with ground). That will be 3 insulated
wires and one bare.