From art stores, of course. Some items I have imported (such as the special sealant used to seal the faces on and protect them. As well as varnishes. But everything else is from art supply stores.
And I would tell you, do your homework first before you get into this hobby. It's a lot of time, money, and patience to learn to do all of this. I have been in this hobby nearly 10 years, and have seen my share of people come and go because the maintenance is just too high for these dolls. Also, don't give up on the first few tries. Just keep going and be patient. Practice, practice, practice.
Wow, that's totally awesome to hear. When I first saw them LONG ago, I remember thinking they looked so realistic. But I work with them so much now and I'm so used to them, that I don't really see it anymore. It's always cool to hear it from someone else!
They're high quality artist crafted resin ball-joined dolls from Asia, so they can run very expensive. Typically from $250 to about $3,000 and vary in size from a few inches to a couple feet. They're also extremely high maintenance to take care of, haha. But yeah, they're usually sold blank, no hair, no eyes, etc. Made to be customized. But you can buy them fully put together too (but I don't know what the fun in that is!) the one in this photo is from Crobidoll.