Hi ydb1md,
I'm in the process of making some chisels. I bought my steel from a steel supplier that is also a dustributor for Crucible Steel (that's where I got their address, on Crucible's website
www.cruciblesteel.com ). You can also try metal supermarkets (
http://www.metalsupermarkets.com/ ), they have distributors throughout North America (if I remember correctly you are in N.A.). Otherwise, you can also find suppliers in the yellow pages under "Metal".
You might be a little hard pressed making socket chisels unless you have some experience in hand forging (as well as a forge and forging tools). However, tang chisels with ferrules are just as strong, or you can also use bolsters.
I bought some A2 bar stock and am now grinding the bevels to finish the blades. My tangs are shaped. I also have to taper the sides of my mortise chisels, which I'm still figuring out how to do with my equipment. It's a lot of work, but not too hard. The price of the LN chisels was also a factor that got me started making my own. Most of what I'm making are detail, dovetail and specialty chisels. With the steel, wheels, new grinder, etc, I'm probably close to $450 in expenses (not counting my time), but I will have some steel left over to make plane blades and other tools. And that's not counting the heat treaters which will cost me around $80 or $100 (you could use O1 steel and do the heat treating yourself).
So my advice is, unless you plan on making other tools and blades and want to acquire some metalworking experience, making one set of chisels from scratch may not be such an economical solution.
HTH,
Frank