There are any number of places to buy one. First you have to decide whether you need a type J or K, they operate in different temp ranges.
A microcontroller is generally very inaccurate measuring these small signals, and an ordinary op amp often has a significant offset error and noise. A chopper op amp, "thermocouple amplifier", or a quality A/D chip can do it. You may need a thermistor to measure the cold junction temp to compensate the temp rather than just assuming a particular temp for the cold junction.
A thermocouple is actually just 2 types of wire touching at the "hot" side. You can even solder them, although the solder will melt at high enough temps. They often have teflon or other high-temp insulation.
Here's a measuring trick. The hot junction you're measuring is sometimes electrically connected to a grounded object because it's tough to make high temp insulation and it can really slow down the response time and accuracy. But that electrical connection can be a problem since one wire may then have a voltage slightly below ground and a normal op amp can't measure that without a negative supply. However, a beyond-the-rails op amp or ADC like the LTC2014 can do it!