Most people just buy a starter hive setup from an apiary supply store. You can find different hive models either pre-assembled or put them together from pieces. There are also plans online if you want to do some wood working and make a fancy display hive. You can also order package bees which include about 10,000-20,000 worker bees and a queen in a cage through the mail or from local bee supply stores. Italian queens tend to produce the most mild-mannered hives, but each queen's temper varies and the hive reflects her.
The africanized "killer" bee scare is wayyyy overblown by media BS sensationalism and ignorance. Their sting is no more poisonous than any other honey bee, they just have a more aggressive temper and are more likely to chase / attack in groups if they get mad. Many bee keepers have africanized bees in their hives. Only about 2 people per year die from africanized bees (compared to about 6 deaths from rattlesnakes).
As far as placement, you can put a hive pretty much anywhere with 2 square feet of grass a few feet away from regularly used paths and such, so as to give them some peace and quiet. Ours are on the edge of our yard and our kids run past them all the time when playing. The bees travel in a 2 mile radius to gather their pollen and nectar so they'll find food.
It's a fun hobby, they are fascinating little creatures.
