If you tie your own, you can experiment with designs and find what works best for you. You can also tie up as many as you want for next to nothing. Each spring, I buy those spools of monofilament that will fill an individual spinning reel. When I've finished each leader, I take a small piece of masking tape, roll the leader up and trap the wraps with the tape. I'll then write on the tape the length and tippet strength of that leader for identification later.
Most expensive rods come with a protective tube to house the rod and keep it safe.
Even here, you can get started without the need to knock over a liquor store or get involved with a crooked land deal. Simply start slowly at first and pick up speed as you go. Most fly tying supplies are cheap enough, so pick 3 patterns you want to start tying and just buy the materials specified for each. This is actually better for you in the long run because you'll become proficient at each pattern as you learn how to tie, before moving on. As for tools, you can also get away relatively unscathed here as well.