Best book I have found...and this includes Machinery's a host of others...is "Heat Treatment, Selection, and Application of Tool Steels" by William Bryson. Amazon sells it, so does Pieh Tool Co. It covers in readable language what Hofi just said about not ruining the steel.
You can also check at machine shops and see where they sell their drops. Sometimes there are little shops that specialized in selling these materials, and like Hofi said, I've bought H13 and S1 and A2 in nice shapes for $2-$4 each. That's not much for a tool that will last many, many years.
Good tools tend to make for good work.
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