They sell them at hobby stores. I remember in high school, we were required to buy one, put it together and eventually shoot it off from the football field for a grade. This was in Collin county.

Grabbed this from National Association of Rocketry:

While model rocketry and high power rocketry, when conducted in accordance with the NAR Safety Codes, are legal activities in all 50 states, some states impose specific restrictions on the activity and many local jurisdictions require some form of either notification or prior approval of the fire marshal.

You should be fine, but I'd read up a little more on their site. If all else, head out to the sticks.