I've never done any actual blacksmithing but I've read a ton of books about it, my favourite being The Art of Blacksmithing by Alex W. Bealer which has some really nice illustrations.
Sadly I don't have the cash for much charcoal at the moment, but I've got a 70 lb anvil tucked away and made my own clay forge. Next I'll make a double-chambered bellows (I'll upload some images if I can scan them next week).
A good vice can also serve as an anvil, but they don't have the curved horns. Plus most of the hand tools you can make yourself.
If anyone here goes to renaissance fairs you can usually find a blacksmith or two doing demos. They generally enjoy helping people get started, at least in my experience. Last time I was there the smiths were hammering flat pic related into little swords for $1, and they sold close to three boxes of nails in a day! You can also find some clubs set up here and there, though there aren't many.
>>639 Did you get to see any big trip hammers at the class's workshop?