I thought you also had to retrieve your own stick or go to the bench and get a replacement.
You can also be handed a stick by a teammate, who may temporarily carry two sticks. Otherwise, a goaltender could never retrieve a replacement stick, because the following things are what are illegal:
1) Playing the puck while carrying two sticks
2) Throwing a stick
3) Sliding a stick along the ice
4) Playing the puck with a goalie stick if you're not a goalie
5) Throwing a stick onto the ice from the bench
6) Carry a broken stick for any period of time (does not apply to goaltenders and goal sticks - a goaltender may continue play with a broken goal stick)
The "proper" way for a goalie to receive a replacement stick, for example, is for a teammate to retrieve a stick from the bench, and skate to him, and hand it to him. If you happen to be carrying two sticks, and the puck comes near you, you are also technically allowed to drop one of the sticks, play the puck, then pick the second stick back up.