If you want to use olive oil, use the one you would use at home for cooking. Any olive oil will do, you can use cold-pressed extra virgin olive oil (which is the best) or any other. The lowest the acidity, the better. I am not particularly a fan of olive oil because it has a very strong flavour of its own, and it takes a lot more flowers/herbs to impregnate the oil with the fragrance. So I usually use sunflower seeds oil. You can get both these oils in any food store.
If you want to get other essential oils than those you can make at home, you can find them at nature shop or holistic shops, they usually have quite a good range.
I usually burn them, but according to the herbs/substances you use you can use some for massage as well. Be careful to check out first because some are very irritant to the skin.
If you want to make massage oils, you can also buy carrier oil, for example The Body Shop sells plain, unfragranced carrier oil. If you want to use \"irritant\" oils just dilute a few drops in a lot more oil - but as I say, check it out first - better safe than sorry!
If you use them for a bath, it\'s no problem, because you use just a few drops in a full bath - and they are really delicious!
Don\'t make huge amounts - oil keeps well for about a year, so be sure to use it by then. Make more if don\'t have access to the flowers very often (like rosemary, or plants that flower only once a year), while you can make smaller amount out of cinnamon, vainilla, clovers, cloves,.... or anything you can easily obtain all-year round.