All good suggestions. I will just add that I have read...don't know if I trust it...that rocks are dangerous to boil as you run the apparent risk of the rock exploding with some force if it contains water or trapped pockets of air or some such. Like I said, I have no idea how valid this is. If I were worried about bringing in pathogens or other creepy-crawlies on "wild" rocks, I would just give them a bleach dip. Fast, easy, effective, and a simple rinse-off and drying period will ready them for your tank.
And, if you want to achieve a natural look, try to get all the rocks of the same type and roughly the same texture. A tank with all rounded, water-worn smooth rocks of various sizes, or all jagged, broken, angular and irregular pieces, will look more natural. Mixing all different types and shapes tends to look a bit hokey. In nature, almost all rocks are found laying down on their largest face. Balancing them on end, or stacking big ones on top of little ones to create caves, never looks "right". Don't try too hard to assemble or balance them; dumping them on the ground, and then transferring them to the tank laying the way they fell, usually works.
Congrats on deciding to find your own. I am continually amazed that people will pay the insane prices that LFS and pet shops charge...for rocks that look as though they broke off a meteorite from outer space. Expensive and unnatural; great combo. If your circumstances force you to buy rather than "hunt" your own, go to a landscaping supply place and pick through what they have. Again, all from the same pile or piles of similar types. You will outfit your tank for a tiny fraction of what they would cost at the aquarium store. The one I frequented when I lived in the city simply weighed the truck/car on the way in and again on the way out to determine the difference, and then charged by the pound at a super-cheap rate.
Good luck, show us some pics!