If you are in the UK, Morrisons supermarket in the fresh meat fridges. Ie, where the pork chops n things are. You will find 2 or 3 rolls in a blue polystyrene tray for around 70p, so its very inexpensive.
As for being difficult, once you learn to stretch well, its quite good, and the results look good.
i use a childs football cut up into pieces like the one you buy for a *£1.00 in you pounder shop try it works good good for applying stencils too as not all parts of the body are straight and smooth takes ink well from the needles too ;-)
As for stretching the pig skin, the answer is very difficult, BUT on the plus side it doesnt really need too much stretch normally, as it is quite thick and rigid. Try getting a good stretch, with both hands, then trap it with your right hand, ang ently with your right. This makes it quite hard to get the feel for you machine, but pig skin is still the best "real" skin alternative.