Whilst I do belong to a club which we go to once a week, I have been practising at home. I've got some basic equipment (weaves and 3 jumps) as my garden isn't very big - so no dog walks/A-frames etc.
Also can recommend a great book (it is American), uses some clicker training as well as lots of diagrams to show you how to go about things - jumping techniques as well as working your dog on both sides of you. Even gives you some recipes for treats to use when training.
Is called: Agility Training for you and your dog (from backyard fun to high performance training) Ali Canova & Joe Canova (isbn 978-1-59921-248-7)
Got my equipment from Jump4joyagility (on net), very quick service. Or if you want to make your own, the site below is very useful (I'm going to have a go at making the tyre next weekend). A lot of stuff can be made from plastic plumbing pipes (I would just use a bit of masking tape if you want a bit of colour, easier than painting)
http://www.agilitybits.co.uk/Equipment/equip_index.htmlIt is good fun and I find just 15 minute sessions for each dog really tires them out. Sometimes you might find that you're not getting anywhere (I just leave it then), but try to finish on something positive. Usually find when I go back the problem the next day the dog has figured it out - sometimes I think they just need to go away and think about it.