Let's talk about a free rock source first: I'd be embarassed to start out by telling you how to buy rocks for rock gardens. Go to a construction site. Usually, where there's excavating going on, stone will turn up. And just as often, those who turn it up are happy to get rid of it, meaning it will be free rock for you. But ask first.
Having informed you of a free source, I feel less foolish telling you where you can buy stone for rock gardens. Find out if there's a quarry in your area. Quarries can supply you with high quality stone. Often the beauty of the quarry stone lying there afterwards in your rock garden will justify its not being free.