Thing is, you've happened upon a deceptively "inexpensive" way to get into bonsai. Collecting is not really all that cheap. Tools, soil, container, gas, time, labor, permits all cost money and add up. The trees just seem "free." They're really not. There is also a considerable learning curve even for those familiar with trees, but not bonsai. Collectible trees are also not all that common--some have roots that go to China, or have root systems so diffuse you can't find any feeder roots within 20 feet of the trunk. Trees worth collecting are even rarer.
The cheap stock at nurseries can be almost dead or damaged. There can be some deals in the "sales" area, but having crawled my share of nursuries over the years, I can say selection is usually extremely limited in those sections. You have to be lucky. You also have to know what you're looking at healthwise and bonsaiwise. A $20 maple may seem like a "deal," but a root system that will take 5 years to correct and get into a reasonable container isn't so much a deal, as it is a frustration...Not saying nurseries can't be a great source, just don't go expecting to find something worth bonsai-ing on your first visit. Patience can have a big pay-off.
Not really trying to be negative, just showing the reality of what you may be up against.
Joining a club can alleviate some of this, as they have already done the legwork for sources. They can also be the source themselves, as many have annual auctions and sales where members sell off unwanted stock (some they've worked and want to sell to move on to better material, or they've just got too many trees). I've seen $1,000 trees go for $100, $50 trees for for $5 at these events...