The best plaster casting material I have found that anyone can purchase online is the brand Gypsona, available through Amazon and elsewhere. For adult-size arm splints and casts, 3″ plaster rolls are appropriate. For adult-size leg splints and casts, 4″ rolls are needed.
For children, these larger rolls can be cut to yield the correct width. Generally speaking, the appropriate roll-width is approximately equal to the width of the palm; for legs the width should be a little more than the widest part of the foot. You will also need to purchase cast padding (synthetic is less expensive than cotton) and 3″ and/or 4″ stockinette.
When buying online you generally will have to buy in bulk, that is, a case of 12 rolls at a time. At my Survival Medicine classes I offer them individually. (I may begin offering these supplies on this site, so check back soon.)