I was in your shoes about 7 years ago. I started out by buying generic film from Freestyle (http://www.freestylephoto.biz/) and had some fun with it. I had a 28-200 and stuck with 400 speed so I could hand hold most shots. That got expensive after awhile and I was sick of always ordering film so I bucked up and got a bulk loader. They are all over Ebay. I bought mine new cause I had a gift certificate that I had to use up. It's an Aldon I think. The counter never really worked that well, but all in all it's been great. You can probably find all sorts of bulk loaders with tone of 35mm spools etc. on Ebay. This has got to be the least expensive way to go, especially if you can find the package off Ebay. Good luck and have fun.
I sometimes look back at those first negatives and they are sometimes better than what I shoot now. I was just firing away at will. That is something that "rolling your own" gives you.