I still haven't received an orange (except for that shield from Lillith which I quickly out-leveled). I found one in a vending machine once, but it actually wasn't that good compared to what I already had.
What's the best place to "grow" a goliath? I've tried leveling one up for that achievement nearly every time I go someplace with them, but it's really hard to get more than 2 or 3 level-ups, even when I lead him around to other bandits to kill and soften them up. Sometimes, I'll pop the helmets off all the goliaths in the area and just them do their thing, but that doesn't seem to work either.
I also got mine at Sawtooth Cauldron, but the best spot is probably the initiation with the Slab King.