It's best if you can find someone to help teach you. I found a group of smiths that get together once a week. We either bill the event as a metal club with a drinking problem, or a drinking club with a metal problem. One or the other. Anvils run anywhere from 1-3$ per pound. You want one 100+ pounds, but they are hard to find depending on your area. You'll also need a forge, which you can build. You should check out the California Blacksmithing Association. They have 2 conferences a year I think.
http://www.calsmith.org/
The rest of the tools, you'll likely end up making. It's hard to find what you want, so you make it

There is a saying, the tools don't make the blacksmith, the blacksmith makes the tools.