Loaded question. Depends on what you want to do. Easiest way to get started is factory kits, they should come with everything you need but the wood or scales in knife lingo. Being a pen turner i imagine you have all the necessary drill bits to drill the scales for the rivets or other holding method included in your kit. However I will warn you, many knife collectors would, to put it in pen making terms consider doing this taking a bic and sticking it in a twig.
From there you can step up to customizing factory kits, or rolling your own so to speak. The prices go up exponentially from there depending on what you do. To buy special pattern welded damascus steel the blanks themselves sometimes run in the 100s of $. A good knife grinder like the KMG runs over $600 bare minimum, but probably closer to $1500 once all outfitted with the good stuff. Tapered pin reamers, CPM steels, etching equipment.
From there you can go on to forging your own knives which will add on even more costs. Or CNC cutting your designs, plus heat treating equipment and so on and so forth.
I don't want to sound discouraging, but if you thought pen turning was an expensive hobby, don't even begin to think about Knife making

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Some good forums on the web for bladesmithing would include:
www.bladeforums.com
forums.dfoggknives.com
www.knifeforums.com
In addition to those, for supplies you can check out
www.jantzsupply.com
www.knifeandgun.com
Ebay can be hit and miss for things.
There are also lots of good books on bladesmithing at the library
The $50 knife shop is an ok book for basic ideas, The complete bladesmith, and others. Here is a link to amazon listing most of the books I've read on the subject.
http://www.amazon.com/s/ref=nb_ss?url=search-alias%3Dstripbooks&field-keywords=bladesmithing