If you have local forums, thats often a good place to find a motor cheap, but there are risks buying a second-hand motor from the average Joe (speaking from experience). Junkyards are only slightly better, but worth checking out. If you go through a reputable vendor, you'll get a start-up warranty (in some cases a 3-month warranty) and you're much more likely to get a good motor, but you'll definitely pay for it (especially since most importers are in CA).
For the auto-manual conversion parts (pedal assembly, clutch master cylinder, hydraulic lines, etc) I'd hit up the junkyard first and then check online (either ebay or a honda/acura parts vendor). Use the dealership only as a last resort, as you can easily pay double (or more).
I can't help you out on the labor front. A motor swap is pretty easy for someone with average mechanical ability, but the auto/manual conversion is probably a little more involved. I know some people on the forum have done it and posted the process/parts required, etc... so I'd spend some time with the search function and see what you can dig up. If you pay a mechanic to do it, I wouldn't be surprised if it cost well over $1000 in labor.
The other option is to ditch your car and get a manual... it'll be a much more straightforward swap. Or just buy a gs-r