I have tried composting in the past. I used a compost bin I bought from the city. It was just a rectangle piece of plastic that rolled over onto itself and was conected with bolts and wingnuts. It had holes all in it to help with ventilation. I got earth worms in mine without doing anything and I had great compost. If you just build a bin that holds your compost in and doesn't have a floor you will get all the worms you will need. No need to pay for them.
This is exactly what I had and I had tons of worms in it.
The Concord Compost Bin
EDIT: I just looked at the price. I did not
pay nearly that much for mine. Check graigslist to see if anyone has one. If all else you can get your worms from this compost bin to use elsewhere.
EDIT II: When I was a kid in East Texas we would just leave a board or tin on the ground for about a month. When we picked it up there would be tons of worms under it.