I bought my kettlebells from http://www.gillathletics.com/
http://www.muscledriverusa.com/ has them a little cheaper, but I've never dealt with them.
I actually saw kettlebells at Dicks a couple days ago, so you may want to check their prices to see if they'd be cheaper still with no shipping.
For training, there's tons of stuff out there and finally some more is getting published. If Dick's is carrying them now then maybe they are getting mainstream enough to find books at barnes & noble some day. The only book I've read is Pavel's "Enter the Kettlebell" which gives a decent overview.
The only kettlebell exercise that I hadn't seen before as a normal exercise is the swing. Every other exercise is a normal exercise, such as a clean and press. The difference with kettlebells is that the balance is all different which makes the exercises more challenging, and with most exercises you can do the same exercise holding the kettlebell different ways to change how it works your body.