It would be much easier, and cheaper, to buy already dead/already mounted bugs, trust me. A good place to look for cheap dead ones is ebay, i dont really know what you're looking for so i cant suggest any place with live ones.
Don't we have enough people killing bugs in the world. The best collection of bugs are the ones you catch, view, study and release! Many bug make wonderful pets too. I have my own collection that I use for educating children at schools. I do not trade or sell live bugs but my website www.CoolBugStuff.com has links to many live and dead bug suppliers - who are professional and can guide you. No kiling. Love the bug!