the school of belief is that traditionally, you should make your own as it is then charged with -your- energy. but this can be hard if you are looking for a specific wood(for wards) or mineral(again for wards) most people do not have the metal craft ability to make their own athame. you can purchase your own. cleanse it and "charge" it.
Sacrifice animals. You have no idea how often I been to my aunt's house and animal corpses have been around. Goat heads, chicken feet, the works! I spent one Christmas accidentally witnessing the beheading of a rooster. Yesterday they grabbed a baby bat and trapped it in a cup, lord knows what they're gonna do to it!