I know this thread is a bit dated, but I wanted to make a couple of points; hope nobody minds.
1. I have run a torch off acetylene produced on the fly in a homemade generator quite a bit. It costs about 5 times as much to pick up carbide and use it this way, but it isn't particularly difficult.
2. Typically, it isn't hard to find or get shipped at all. I usually pay around 25.00 for shipping on 10lbs.
3. I based the above cost estimate on a cost of just under 10.00/lb with shipping, which is what I typically pay.
4. I never had any difficulty doing this, but I have since switched to using hydrogen as my cutting gas of choice. When I was using the acetylene, I had several medical oxygen concentrators rigged up to produce my oxygen; using electrolyses, I get both the hydrogen and the oxygen to cut with for less energy and I can rig up a system anywhere and I don't have to come up with the calcium carbide, lol.
Acetylene and Hydrogen are both hard to store, but being able to produce what you need is nice; personally, I don't see much use for acetylene anymore, though.
If you do decide that you want to play with acetylene and feel you are up to it, you can rig up a small furnace to make your carbide if you have access to lime, charcoal and a heat source. Google it if you really want to; I played with that too for a while before I got into Hydrogen and was experimenting with arc furnaces.
Safety issues are important and you should always understand what you are doing before you do it, but if you truly want to be able to provide your own needs no matter what and be ready for abything, you will need to know how to be safe working with some things that aren't exactly everyday materials these days. That doesn't frighten me, although I am careful, do a lot of research and respect the properties of the substances and equipment I'm working with; if it does scare you, then you need to do more research or leave it alone. Always know what you are doing and be careful, but I'm not interested in a world that I can't tinker.