That is THE place on the net for whistles. They have extensive info on every major and many minor whistles, including prices and where to get them.
As for the music, I'm not sure. I believe there is a Clancy Brothers Songbook that has Gypsy Rover on it. Try guitar, fiddle and mandolin "fake" books. They have a lot of trad. songs.
Good luck (and beware - they're addicting. I have 28 whistles and they all are different).