@ Okage,
Ebay and Amazon are good sources for hard copies of the literature. How cheap and easy it is to get will depend on what you are looking for.
- Watchtower volumes, 1960s thru mid-2000s. Easy to find and usually cheap. ($1 to $5 each, plus $4 shipping. Buying several from the same seller saves on shipping.)
- Watchtower volumes, 1950s and back. Harder to find, and more expensive, the farther back you go. Some from the 50s can still be relatively cheap, but from the 40s expect to pay $15 to $90 per year, plus shipping.)
- Awake volumes are about the same as the Watchtower volumes pricewise, but usually they are harder to find. They are fairly plentiful from the 70s through mid 2000s, but earlier than the 70s they take longer to find.
- Early Watchtowers can be had in the form of Watchtower Reprints. The originals, printed by the Society, vary greatly in price depending conditon. They were printed in 2 editions, the first one 1879 thru 1916, then from 1879 thru 1919. $600 to $2500. (For example, see this site. These prices are on the high side.)
- The Bible Students have also printed the Watchtower Reprints, 1879 thru 1916. They can be found on ebay from time to time, usually in good condition, from about $250 to $300. Some sellers want a little more.
- Both the Watchtower magazines and Golden Age -or- Consolation magazines (early names for Awake) from the 1920s thru the 1930s are tough to get.
- The Society's books from the 1950s thru 2000s are easy to get, as are some of the older ones from Rutherford's day (I've paid $1 to $10 plus shipping). A select few are hard to find and expensive. The Society has printed lots of books.
If you only need a few pieces of literature, and it doesn't have to be very old, you can find plenty of it cheap, but if you need to put together an extensive library it will take lots of time and money. In this case, FatFreek 2005's idea about the Watchtower CD is a very good one.
Regarding the arguments that some Witnesses use in rejecting your digital sources, at some point the burden of proof will have to fall on them. If they say your offering has been altered, they should prove it by consulting the correct literature and showing you a scan of it. Of course most Witnesses will not bother to do that. It's much easier to dismiss your proof (any lame excuse will do) and move on.