Thread on how to cycle a tank:
http://www.bettafish.com/showthread.php?t=47838
You can use "Walmart or Petco" females, just try to stick to the same size... and with using these you have a LOT higher chance of the girls not getting along....
I have a 10 gallon sorority with 2 sisters from Cajunamy (breeder here on the forum), 3 sisters from Darkmoon (another breeder from this forum) and a sympathy Walmart girl.... I originially had 5 from Darkmoon.... one turned out to be a boy and one was to aggressive to live in the sorority so she now lives in a 3 gallon tank alone (which she loves)
You can find breeders on this forum and get sisters to increase the chances of your sorority working, but I know a lot of people on here with sororities have females from Walmart/Petco/Petsmart and they get along great...
Regardless, if you start a sorority, make sure your tank is VERY VERY VERY densly planted/decorated.... this spreads aggression and also gives the girls lots of places to hide
An example of how dense everything should be (my 10 gallon)... the live plants are still growing and Im in the process to switching over to ALL live plants