Howdy and welcome to SSV. The fun has begun. From what you wrote, I get the impression that tension might be part of your problem. You have to really put a lot of tension into your blades. The test is to pluck the blade and see if it gives a high pitch like a C tone. Now about blades. You won't be able to find very good blades in any of the hardware stores. You can still get some fairly good blades at Woodcraft Store if you have one around you. They sell mostly Olson. Most of us who have been where you are right now have asked the same questions that you are asking. Anyway, what you want to do is go online and find suppliers for Niqua (Flying Dutchman) and/or Pegas. Those are the go-to blades for most of us. One seller has already been given and the FD blades are available through Mike's Scrollsaw and also the company that bought Mike's out Wooden TeddyBear. They can supply you with sample packs that will contain mostly #5 blades. As for wood, depends on what your forte is as to what wood and where to buy it. There is a ton of info here and if you do some searching you will find most of the answers to your questions. When I first found SSV I went clear back to the beginning of the General Scroll Saw forum and read every post coming forward. I learned a ton just by doing that. The rest is going to be from your own experience. There are also a lot of great videos on youtube that give great examples of different types of work. Best of luck to you on your journey. It becomes quite addictive.