Unless you have a decent pond/koi shop locally, you kind of have to buy online. And good breeders/sellers do a wonderful job of shipping--tho you will find that the shipping can be just as (or more) expensive than the fish itself.
If you don't have the wallet for that, then you can check with your local pet shop/Petsmart type place, but the koi are pretty pedestrian and very vanilla. You can start with cheapy koi that way, but I will warn you that if you are successful with those, you get quickly addicted and will move on to pricier fish.
You could also do many varieties of interested goldfish too, and many of them look koi-like. For example Sarassa's are very hardy and pretty and can get to be 12" long when mature. I have a few of them in a smaller pond and people mistake them for tanchos and kohaku koi all the time.
Wakin goldfish are also beautiful and colorful; and I'm about to receive a shipment of half a dozen Watonai for one of my ponds on Friday that are being shipped from Hawaii. You can get good quality fish for about $15-20 bucks each.
Much easier to get good quality goldfish more inexpensively than koi. And you can mix the hardy/fast moving goldfish with koi easily.