Some are easier than others.
Certain species can survive with "relatively" little care, others are incredibly hard to cultivate.
Bear in mind that you are essentially creating a micro ecosystem for a tree, which is a pretty complex plant. Because trees you're hugely limited a tree's ability to uptake resources from a large area (rootzones can sprawl out over many hundreds of feet and often acres and reach incredible depths for something like a mature Douglas Fir or a Sycamore, Oak, etc). This being the case, the bonsai must be maintained carefully to not oversoak, dry up, or burn the roots with too heavy a fertilizer application. Knowing your microclimate where the tree is kept is the first step.
However, not all plants are difficult to cultivate as bonsais. Bear in mind, vines and shrubs are also trained into bonsai; for example Wisteria or Rhododendrons.
Probably the easiest to grow and find at nursery/plant store/plant section would be a Ficus or a Jade. Ficus is a big family of plants, but they're all relatively simple. Jades can be found all over the place and can be grown from a small cutting or even just a leaf. Strong light, a good soil mixture, and appropriate training and fertilization will give you success.
There's lots of little books out there from Brooklyn Botanical Gardens, Reader's Digest, and DK Books that are pretty accessible and give you all the pertinent basic info. You could probably get one cheap through abebooks.com or wandering a used book store.
I would suggest browsing books or the internet until you find a plant you'd like to work with, once you've made your selection, the appropriate container, soil mixture, etc can then be gathered.
