I use Graphix brand acetate myself, though I know 
a few others swear by Dura-lar (which is a mix of 
mylar so it's more sturdy). Both are artist cels, 
and come in sheets and rolls in various sizes and 
thickness. 

As for warping, this always depends on a few 
factors (practice will help you realize limits) 
and .005" thickness is best to use to hold up to 
the heavy, wet paint. Stay away from anything 
less (like the .003") - that buckles like crazy 
and never returns flat. O_o It should usually say 
on the package what thickness they are.

*meep* Staedler Lumocolor, in my personal 
opinion, are NOT artist pens but more for office 
supplies. I don't like them at all. Also, stay 
away from DecoColor Paint Pens unless you have a 
light touch, because they're broad, thick and 
generally icky. =P

Most folks recommend using Rapidograph pens and a 
water-proof ink. The technical pens work GREAT 
and come in various nib sizes, but can be quite 
costly and require maintaince to upkeep. The ink, 
however, is always a problem. I have yet to find 
one that does not, on occassion, bleed a bit. 
Again, trial-and-error with this.

Personally, I use Sakura Pigma Micron Pens. These 
are also felt-tip markers (like Lumocolor) but 
are true artists pens and have a MUCH better 
archival quality. They come in various fine point 
sizes, and they are permenant fade and water-
proof. They work beautifully, and I rarely have 
problems with them, if ever.

For artists' supplies online, I recommend:

Dick Blick Art Materials
http://www.dickblick.com

Here is a direct link to the acetate I buy:
http://www.dickblick.com/zz555/01/products.asp?
param=0&ig_id=1602

And my pen of choice:
http://www.dickblick.com/zz207/02/products.asp?
param=0&ig_id=1388

You can also try Cartoon Colour, as already 
mentioned, for animation studio supplies, but the 
prices reflect the "real deal". O_o In my 
opinion, you don't need studio supplies because 
you're really not painting a studio cel, but 
rather, a piece of art. That's why I choose to go 
with the artist supplies instead of animators'. 
*shrugs* That's just me.

By the way, for more in-depth tutorials, Gwen aka 
Requiem still has all her tutorials online, even 
though she's not taking fancel commissions 
anymore. =( Visit them here:

http://www.darksidemillenium.com/cels/

She also has a forum for fancel painters, if you 
care to ask there, too. Link can be found at the 
url above.

Hope this helps. I look forward to seeing some of 
your fancels. Good luck! ^_^

~ Heather