Dry ice is pretty easy to get at Graeter‘s if you have one of those local. Just don’t store it in a closed container. Gloves are a great idea of course but I also advise wearing thick socks or slippers when you’re using it. Stepping on even a very small piece of dry ice in bare feet is experience you will remember.
Dry ice is a lot of fun but doesn’t last long. If you go through this, check youtube for other experiments and things to do, and buy a little extra. Just remember never put it in a closed container, it will almost certainly explode. Physics doesn’t care about you, respect the material. (edit: I just checked, heat of sublimation of CO2 is approximately 570 kJ per kilogram. A stick of dynamite has approximately 1 MJ. There’s a lot of energy cached in those blocks.)
Have fun!
I've never built one but it's always something I plan on building.
Dry ice is the other problem it's not something readily available in my town. I don't think regular ice is cold enough especially when using isopropyl alcohol which isn't as volatile as methyl alcohol (methanol).