Although you can try to remove vocals from music, it is generally a very tedius, time consuming task, and often the end result is not of the highest quality. It is also opens up some potential legal concerns. Some Karaoke systems have a "vocal remover" feature, but it is generally a very poor solution.
Karaoke music lags behind the release of new music, so the absolute latest songs are probably not going to be available on Karaoke yet. Also the more obscure songs will often not be available.
Downloading Karaoke songs costs between .99 cents (for a few very old standards) to about $3 - $4 for the newer stuff. Many site have a download minimum (like 5 song minimum, etc.)
Here are some sites you can look your songs up on.
www.buykaraokedownloads.com
www.selectatrack.com
http://www.tricerasoft.com/cgi-bin/Kara ... /index.asp
http://www.mykaraokecdg.com.au/customer/home.php