Here is one place that I have used for supplies:
http://kmquiltingsupply.com/
As to FMQ vs. Pantos, everyone is different. Some people like one and hate the other. I know people who have NEVER FMQ, others who NEVER use pantos, or a combination of both.
FMQ requires you to think more - so that you don't end up in a corner, so that you keep the pattern and spacing consistent, etc. But when it all 'clicks', it's a blast.
I think pantos are a good thing in the beginning, as they free you up from the spacing and "where do I go next" issues. That lets you concentrate on learning to move the machine smoothly and work on even stitch length. I even found it helped me learn the movement of certain patterns, so then when I did do FMQ, it was easier to do certain designs.
One secret to FMQ is to spend a lot of time drawing designs. It helps train your brain to know the right way to go when you go to do it on the machine. I keep a Magnadoodle (child's toy) in my studio and warm up on that before I start on a quilt. Plus it comes in handy when a customer comes in with their child and we need a way to keep them occupied ;-)