well i use Dream Spin Fibres and Knit Knackers and off eBay. Dyeing your own is definitely cheaper but that's the truth with everything. They are fun to dye and can be done in a baggy in a microwave. You could check the sponsors on this site I am sure some of them dye them as well.
If you lay a pile on a double layer of clingfilm and then add splashes of different colors, roll it up put it in a ziplock bag. Make sure all the air is out and plonk it in a pot of water that is near boiling, leave it in there for about 30 minutes. Take it out (dont burn yourself!) rinse and dry and done you are
I do the same as Inger except I use a vegetable type steamer in a pot and let them steam for 30 minutes. Or if using the microwave, I put them in a baggie and heat for 1-2 minutes depending on the microwave. Just look to see if all the dye is taken up.
Its easier to get the dye to penetrate the silk layers if you soak them in water first so they are wet. Put a drop of dish soap in the soak water to assist in getting the silk wet. I either dump or use a big syringe for the dye. Its fun. I stick mine flat in a bit freezer bag and microwave,I am impatient(I got my dyeing microwave free of freecycle). I have dropped them flat on the top of a dye pot of something else too. or when there is dye left in the pot. the other thing is they are not a fragile as you might imagine, just don't screw them up in a ball.
you can just lay them on top or you can stretch them out to an incredible size to add some interest. you can get a nice marbled look this way. the edges are thicker then the middle. they are easier to stretch if you use a gentle jerking motion on the edges rather than a steady pull. I have covered whole hats, purses and scarves in them I also stretched and using several made a 3'x 7'cobweb felt shawl/wrap. You can stretch them out really long and use it to draw or cut it and use it in small pieces. people do spin from them too.
I've used them for clothing for a needlefelted doll. I just felted a very thin layer of wool on the hankies and made the clothing from the result. It makes a thinner material than all wool. I also use parts of them in machine needlefelting for highlights and stretched over projects as Ann suggested. They give a nice shiny highlight and crinkly look to the surface.