What I wanted to comment upon: Bonsai are not made overnight, in general. It is a process of smaller and larger interventions in the way the plant grows that over time makes it a bonsai.
If you want to do something this winter, and you want a species that you can work on to get a reasonable looking bonsai overnight, I would recommend looking at cheap landscaping plants meant for hedges such as Yews (Which normally a re a few buck a piece for largish plants) or getting plants meant for plating large tracts of land. Here, bundles with 25 Larch seedlings, 3 years old, can be had for some 50 bucks, making great starting material.
I'll second this.
Training a bonsai is a little like being a hair stylist. Much like hair, trees will want to grow in some pre-programmed manner. We can clip and color and style to get what we want...but we either start with a full head of hair and deal with what we have, or we start with a bald head and wait for things to grow in. And if we give up on it for too long, nature is back in control and starts undoing all the careful work.
As far as cheap, young material, most states have a reforestation organization of some sort that allows state residents (and sometimes those outside the state) to order cheap bulk seedlings of native or native compatible species. In Missouri, its the Missouri Department of Conservation:
mdc.mo.gov
In New Jersey it looks like the similar organization is the New Jersey Department of Environment Protection:
These places usually open for sales in the fall and often sell out prime seedlings quick! They usually sell bundles of bare root yearling stock pretty cheap. Remember, their intent is reforestation! For NJ it looks like $0.80 per seedling...even cheaper if you order > 200
It looks like NJ even has multiple physical locations you can go to to pick up directly if you want to avoid the mail.
I've got several bundles on order this year from Missouri. Some states will ship to non-state residents though the cost may be higher. If there's something specific you're looking for, you might check the states where it is native and see if they will ship to non-state residents. If not...maybe there are some nice B-Nutters that would forward a shipment to you
The down sides: these are seedling stock...a LONG way from bonsai! You often do not have control over when they ship and they come bare root. Buy your potting supplies early! Read up on how to deal with bare root stock and how you have to take care of it to get it out of dormancy safely.