BDSM is nothing if not an exercise in capitalism.  Assembling your toy bag can get very expensive.  I've always found The Stockroom (fka JT's Toys) to be one of the more reasonably-priced places to purchase toys and gear.  What other stores/shops/vendors do YOU like?  (I'll suggest a few more after everyone else chimes in.)  And, if there's interest, we can even discuss some low-cost options -- there's a reason we call Home Depot by the nickname Dom (Domme) Depot!

P.S.  If you are a newbie, my suggestion has always been to make a riding crop your first toy.  They only cost about $20, and it's an extremely versatile toy (for light or heavy impact, or just as a sensual prop).

steel shot in the bottom for weight and balance? If you can craft the flogger itself, you can probably weave the handle for it. If you'd rather someone else did it, contact your local group; I can almost guarantee someone will know how to make floggers!

My hands are very small (the size of a 10-yr-old's hands). I own a soft leather flogger with a hard leather woven "ball" that fits right into the palm of my hand ; the ball is wrapped around the tails (?) but filled w/ steel shot. I have a second flogger with the entire handle leather-woven, steel shot in the bottom for weight and balance, and the handle is just the right length for me.

Mine came from local players.

I've found the pet store  great for long leashes, some collars, and the hardware store for
all the nuts and bots ooh and yes chains which they can cut for you by the lenght.  I recommend you get a few of these, they make for great shackles and at times, I like to dress my guy up in nothing but  wrist/ankle cuffs and a three ring collar with chains hanging from every loop quite decorative  

Here's one of my favorite new vendors -- they've been at the Threshold BIzarre Bazaar and other events.  If you already have a regular flogger, I'd suggest supplementing it with one of their bunny fur floggers, which are more sensual.  I love mine.  If you play with your bunny flogger after you've warmed someone up with a deerskin flogger, the sensation is really nice contrast on the skin.  OR, if you want to put some energy into it, the bunny flogger can go from sensual to a nice thuddy sensation.

They also do other kinds of floggers, and made me a terrific elkskin flogger recently.