You can buy bonds at any major online brokerage including Zions Direct, Fidelity, Charles Schwab, E*Trade, Scottrade, or TDAmeritrade among others. The advantage with the online brokerages is that you will have a large pool of bonds to choose from. Since the online brokerages do not usually own any inventory, these brokerages have limited incentive to try to sell you only bonds that they own.
Local and online dealers often specialize in carrying regional inventory and may have local expertise that you would find beneficial. There are lots of dealers that you can easily find online. Make sure that they are reputable. You should be aware of two things: Local dealers own a limited selection of bonds and often have an incentive to sell you what they own. If the dealer does not own the bonds, the dealer will go onto an electronic platform to access a much larger pool of inventory. You can access this inventory yourself via any online brokerage.
The second thing is that local dealers have commissioned salespeople. This means that the broker has an incentive to sell you bonds. This can be a benefit or not: An earnest bond salesperson can very diligent in trying to earn your business and find you great deals. A bond salesman will make their best efforts to sell you bonds. You will find local and regional bond specialists to be quite knowledgeable about bonds...accompanied with salesmanship.
Major full-service brokerages such as Merrill Lynch, Morgan Stanley, and others can offer you access to new issues from across the country. If you can find a broker willing to spend the time helping you build a bond portfolio, this could be worthwhile. Most financial advisors are simply not going to have the time required to construct individual bond portfolios unless they specialize in fixed income...i.e. bonds.
There are also Registered Investment Advisors that specialize in managing bond portfolios for clients. The benefit here is that you get bond specialization and professional management along with the benefits of owning individual bonds. If you are highly reluctant to select bonds by yourself or do not feel comfortable in your understanding, this may be a good option.
As with anything in life, the more you know about something, the more you are going to get. If you are convinced that municipal bonds are right for you, you should start by investing in the most basic and simple products possible. If you buy high-quality bonds, avoid things you do not understand, and don't get tempted by the higher yields of more esoteric products, you will do fine.