I tend to buy rope by the spool from McMaster-Carr -- they have a huge selection, good specs, reasonable prices, they ship quickly, plus I combine shipping with a thousand other items I buy at the same time.
I like braided nylon in 1/4" to 1/2" sizes -- 1/2" begins to be a bit thick for tying tight knots, but anything thinner than 1/4" can be hard to pull tight because you can't get a good grip on it. Twisted nylon is great if you want to do splices, but it twists under load and starts looking really ratty really quick after the playa gets into all it's crevices. Abrasion-resistant double-braided stuff works great if you're planning on running it around rebar, which tends to catch and shred the sheathing.
I think there's almost nothing you can't do with three knots -- fisherman's bend, bowline, and figure-eight loop. As a bonus, the constrictor knot comes in extremely handy. Trucker's hitch is of course the most practical knot out there, but it's usually implemented as a bowline on one end, a figure-eight for the pulley and then two half-hitches or similar to tie it off.
Come learn all these at Warp Zone @ 4:00 and A, Monday at 2 PM. I'll even give you a piece of rope to practice with. You can't learn a knot unless you practice over and over so it gets into your muscle memory.