1. Most people here would agree that you should use known steel from a supplier so that you can give it a precice heat treat. You just can't do that with junkyard steel. Aldo Bruno at njsteelbaron.com can hook you up for fairly cheep as the steel is usually the cheapest part of a knife. And it comes already annealed.
But to answer your question... rebar is junk steel that won't harden. Most saw blades are soft steel with carbide teeth welded on so that won't work unless you find a mill bandsaw that can be sharpened. In that case it might be L6 or 15n20. Files are mostly good to work with. Some are good steel and some are case hardened which won't work for knives. Many leaf springs are 5016 (not all) and usually do good for knives except that they might have hairline fractures in them from all their years working as springs.
2. Heat to nonmagnetic and allow to cool very slowly - cool in the heat treat oven or heat to nonmagnetic and allow to cool while in a bucket of pearlite or vermiculite
3. Anneal is not necessary if you plan to forge it to shape. Only when you plan to grind or drill holes in it.