Hi Michael - Lots of agate and other types of clear stone in Lapidary or rock shops. You can cantact local rock clubs or search the net for one near you. I've cut and polished lots of different types of stone, but I believe that one would want to really think this through. Most stones used in a knife making would have to pass the test of an eventual drop. Most of the stones mentioned in this post would probably shatter.
The re-constituted stones sold by the knife supply houses would work better, in my openion. I've used turquoise in the handle of one of my knives and found that cutting, fitting and polishing the stone is just like the real thing, but I believe that it will be more durable and take abuse better than natural stone.
My 2 cents,
Harry