1. Either. UTH preferred by most but honestly, both have their pros and cons. I could go on forever about the needs of exothermic animals and the benefits and drawbacks of both methods. I actually use both personally.
2. Depends on your location and budget. The Hydrofarm is the most widely used and best bang for your buck budget thermostat you will probably find in the states. If you've got a bit more money to spend, you really can't beat a good herpstat or vivarium electronics. The options they provide are definitely worth the higher price tag.
3. Amazon. You could pick up the actual heating supplies from almost any pet store, but a good thermostat will more than likely have to be ordered from amazon or a manufacture/distributor anyways so might as well get it all in one order and save a few bucks anyways.