The easiest and cheapest way to participate in this market is to buy them directly from the Treasury. You also can sell bonds you already own before maturity through the Treasury's newer Sell Direct program. Through a broker. With the exception of Treasuries, buying individual bonds isn't for the faint of heart. The issuer swallows the sales commission, so you get the same price big investors pay.
Older bonds are another matter.
You will seldom know what spread you paid, unfortunately, because the markup is set by the dealer and built into the price of the bond. There is no fixed commission schedule. Alas, the prices include dealer markups because dealers protested listing commissions separately. That works to your advantage if interest rates fall. Of course, it works to your distinct disadvantage if interest rates rise, and your portfolio drops in value.