I buy the canvases already prepared, fairly cheap and not really anything special but perfect as a base. These frames are just glued together which is useful if you want to hammer in any tacks as decoration, I discovered the really tiny canvases often have metal pins in the corners which makes this kind of decoration almost impossible. Here you can buy them in any craft shop in loads of different sizes. I've also used old toy blocks which I quite like as it makes a nice 'weighty' pieceI like to make a surface to work on by using loads of Gesso and various papers, tissue or whatever happens to be around. When it's completly dry I use a few watercolour crayons to get me started, then I add whatever takes my fancy, paper, photos, fabrics and various texture gels. I saw an interesting YouTube vid (no I don't spend all night on that thing, really not...) this is Part 1 of 3 http://www.youtube.com/watch?v=DxO5_-NKnN8 fascinating to see how the work progresses
As for the lace, well I stumbled upon an interesting stand at the outdoor market in Zürich during the summer. It was packed full of antique French lace as well as some newer pieces. The initials were beautiful and they remind me of my father's handkerchiefs, I really can't remember the last time I saw these, it's all boxes of tissues in our house!