Just to share my little experiences. I buy yarns online and ship from UK. It is at least 20%-30% cheaper than buying locally here. The only bad thing is, if you not buying yarns from local shops, like the one in sg wang and the one in subang parade, they are not going to guide and teach you knitting nor crocheting.

Anyway, I picked up the techniques myself, which I think you may try too. There are lot online resources which you can refer to.