The easiest way where I live to get rennet is to buy Junket tablets at the grocery store. If they have it it's near the ice cream toppings. You can buy it online from the company. It's very cheap and although not 100% pure rennet it works just fine for the variety of cheeses I have made. The box of tablets comes with reliable recipes for a variety of cheeses and ice cream.
Online cheese making suppliers can sell you "higher quality" rennet that is much more expensive. This may make sense for you- especially if you are buying from them anyway for specialized bacteria or mold to make a particular cheese like swiss, etc. I can't recommend one in particular but they are easy to find.
You can make your own. I wouldn't recommend it. Rennet is an enzyme used by calves to digest their mother's milk. Historically, when a calf was slaughtered the correct stomach (I believe the first) would be chopped up and soaked for some time in water. The stomach was then removed and the water with dissolved rennet would be used to make cheese.
If you have access to a calf and have a tougher constitution than I you could certainly try this.
Nowadays rennet is mostly recombinantly produced. For those apposedopposed to our genetically-modified-bacteria-friends non-recombinant rennet can be found. Vegetarian rennet derived from vegetables or mold with similar properties is also available. Recombinant is, of course, much less expensive.