Smokey, welcome to the forum. I am Paul from Washington.
After much research, I bought my light from Harbor Freight. It is normally around $40 but cheaper if caught on sale or you have a coupon. I clamps to my cabinet as opposed to a magnet. I am very happy with it.
Scroll saw blades, I and a lot (maybe most) recommend Flying Dutchman blades from Mike's Workshop. Great price, super blades, great service.
http://mikesworkshop.com/ You can call Mike, he will answer all question about blades. Great guy to deal with.
For patterns, wood, etc. there are many many sites. Most are very good to deal with. If you have any doubts ask here before making a purchase. Steve Good (owner of this site) has hundreds of great patterns and all free.
Jump in and have fun!