If you don't wish to order online, most specialty cigarette shops and tobacconists carry the stuffing equipment and tobacco.
You get a nice Halfszware Shag tobacco like Jester, and you have a first class cig. Compared to Marlboro or Basic, it's like Belgian trappist monk ale compared to Coors Light. In other words, there is no comparison. Fresh, pure tobacco for about a dollar a pack. You can stuff 'em while you watch TV. And the gubmint gets stiffed. You can't ask for better than that. :-)
That's how "I" got started. We have a Smoke Shop in town that sells the bags of loose tobacco and the filtered tubes. They only have a little hand held machine though, and I found it hard for me to use.