talk about a broad topic. well regarding stones, i suggest picking up a book to help you identify them. Cunninghams Encyclopedia of Crystal, Gem and Metal Magic might be of use to you. you might also consider researching stones that can be found in your area and what they look like.
making a wand you should figure out the magickal properties of the wood you plan to use as it can effect the energy of the wand [some practitioners have several wands for various uses] find a tree, ask to use a branch and leave an offering as thanks [course that's a personal belief, you don't have to use it, but it's believed it can effect the energy if you just cut a branch off a random tree. some if you use a dead branch from the ground] cut a stick the length from your elbow to your middle finger. now whittle and sand it down, decorate it however you like, done. you should also look up a blessing ceremony when you are finished. [staff can be made the same way just with a larger branch. personally, i just keep an eye out for ones on my walks in the woods]
athames, bolines and other metal tools can be purchased. they don't have to be found in a spiritual shop, so keep your eye out for tools that 'call' to you. as with the wand and staff, find a blessing ceremony for the item, and use it for that specific purpose. [otherwise the energy will get muddy so to speak]
book of shadows, same thing, find a blank book you like and design it however you want with whatever information you like.