Start checking all video game stores in your neighborhood. Call them up. I got lucky and found a store that had swap magic DVD.
Then, find a cheap PS2 game on the internet. I got mine at Ebay.
Next get a controller. I would really reccomend saving up and doing whatever you can to get an ASC like mine right here,
Or if you are tight on money, buy a mini controller or use a ps2 dual shock.