http://www.anvilfire.com/ has a lot of ideas and tutorials (if you can get past the awesome 90's site design.)
I have a set up that I pieced together from a lot of older family members' stuff. My wife's grandfather's cousin was a blacksmith in a time and place where he had to do it to keep his farm equipment together. I got an old hand crank blower and a beat up anvil from them and a pickup load of coal from a mine south of here. The salvage yard in town has scrap iron and I have a friend who brought me a bunch of railroad spikes.
Ask questions, call around, tell people what you're doing and they'll usually be more than happy to help out! And if you have questions I'm sure or I would be happy to answer them :)