Try the 'na Piobairi Uilleann' web site as you can buy a tutor video on uilleann pipes which I hear is very good.
At times they have second hand sets for sale or can put you in touch with someone who has. The only advice I can safely give is don't buy a set (cheap or other wise)that you haven't had checked out by someone who knows what they are looking for. It will only bring heartache, it will also put you off the instrument if you get a bad set and beleive me there are more bad sets kicking about than good ones.
Good luck.
          eoin