First job is ALWAYS remove/loosen the front sprocket bolt(s). Much easier with the transmission in gear and the option of someone holding on the rear brake if its particularly hard to shift.
You can get tools to remove a pin from the chain, nice and neatly, but as its going to be scrapped anyway, just use an angle grinder or Dremel to cut it off.
Rear sprocket nuts usually aren't too tight to shift with the wheel out and on the ground or workbench. Just make sure you open up any tab washers that might be there, although looking at the fiche on MaxBMW it doesn't look like they are used on your bike.
As to where to buy, Motorworks, MotoBins, James Sherlock, M&P, Demon Tweeks, Ebay etc, just be sure to get a decent brand (Regina, DID,etc) and get the best "O" or X-ring chain you can afford, cheaper in the long run!
And you'll need the chain tool to fix the soft link together, it needs to be done properly or the chain can come apart. Its quite easy to do with the right tool for the job.
