The Linux market started from a few distributions available only from FTP servers, to full feature commercial distributions available in stores and online including a printed manual and phone support.
Here are the main choices you have when looking for a Linux distribution:
You can download any Linux distribution from its FTP server. To take a few examples,
RedHat can be downloaded from ftp://ftp.redhat.com, Slackware from ftp://ftp.cdrom.com and Debian from ftp://ftp.debian.org. That method is free, but requires you to have a fast Internet connection. Downloading a full Linux distribution over a 56Kbps modem will take you quite a few hours.
An other way is to buy a full distribution. RedHat, for example, can be bought online for about $50. This will include a box, a CD-ROM, a boot diskette, a manual and support from RedHat.
The last way is to buy only the CD-ROM. There are a few places selling CD-ROMs of various distributions for $2. One of them is http://www.cheapbytes.com. You will only get theCD-ROM, but this is all you need to install Linux if you are comfortable with the fact that you don't get a printed manual or free support. You can find the manual and other documentation on the CD-ROM.

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