If you want steelhead jigs - you can get the 3 pack of Aerojig blank jigs from Bi Mart, Freddies, Dicks, Fisherman's...just about anywhere that sells Aerojigs. They're cast on Gami hooks, and are pre painted.
You can buy jig hooks with no heads on them - lots of makers make them. You can mold your own lead heads, or you can do the bead-on-post thing and tie up your own that way. Or tie dumbell eyes the jig heads.
If you're looking for panfish/trout size jig heads - Cabela's has decent deals on the micro jigs - the stuff 1/32nd oz and smaller. Those are tied on hooks from size 8 down to about 14, depending on how small the jig is.
To paint unpainted lead - you can use model paints or nail polish and save some cash - and get all sorts of interesting colors.