well, i personally make my own and sometimes sell em to people at school if they really want em..... but if your not up to it, i would say www.etsy.com would be your best bet, its all homemade stuff, and you can find some really great stuff!
I can recommend polymer clay. You can make everything from chains and studs(most of my studs are made from it) to smaller jewelery and gauges. With some practice and tools you'll be an unstoppable jewelmaking machine-monster! You can also try silver clay but it's much harder to use, so go buy some tools (wooden tools shouldn't cost over 6 dollars), clay and go watch some tutorials on Youtube to get started :)
I first pierced my ear at 15 with a safety pin. Left that to heal after a bit, started stretching my ears at 18, stretched up to 14mm (apparently 00gage is 10mm, we don't use that system over here). I had to take them out so I can get a (proper) job last July and they're nearly completely closed now, the whole "if you go bigger than 10mm it'll never go back" is total bullshit, if you stretch properly and slowly and take them out before you're like 80 it'll be fine.
Stretching doesn't hurt much at all, it might sting a little, but that's it.