I think rock balancing is super cool. It's very easy to do yourself. Get some rocks, then stack them on top of each other. This is best done with bigger rocks because they have more weight to them and are easy to stack and balance.
The best places to find rocks are on the outside edges of farmland. Farmers are always looking for ways to get rid of rocks.
Owners of lakeshore property (at least in Minnesota) will riprap the shoreline (putting rocks on it to keep the melting ice from destroying the shoreline in the spring) and you can sometimes find public areas that have done this as well. These are also great places to practice where others will see what you have done. A public park near my house did this recently. I created little pools out of the rocks and stacked up towers when I found rocks that would balance on each other.