As Ed pointed out in his post, the Casino Chip & Gaming Token Collectors Club reference page is a great place to start. Also be sure to see the link on that page that leads to a FAQ about chip collecting. It will answer a lot of questions and help you get started. Here's a direct link to it:

http://www.2chippers.com/chipfaq.asp

In addition to buying chips from dealers and on eBay, one great way to grow your collection is to buy chips directly from any casino you visit (even if they're not in an area you want to collect). Pick up more than you need for your own collection and trade them with other collectors for chips that you do need.