You can get a cheap small vise for $5-10 at a flea market. I got a really nice old vise for $25 at a tool swap meet and it wasn't the old one. If you have a tool swap in your area it's worth going to. On CL it seems everybody thinks an old vise is worth $200.
Large Nicholson bastard file will get you going. This one for instance. You'll need some way to clamp it down to your bench, you can't do much with the blade clamped vertically in a vise.
A round file of some sort will be useful, but you can use a dowel and sandpaper in a pinch.
Lots of sandpaper. You want the wet/dry stuff (not so much to use wet, but because it holds up to steel better). Get lots of 100 grit, lots of 220, some 320, and some 600.
Watch CL like a hawk for a 2x42 Craftsman belt sander. I got mine for $35. $50 of belts later and you've got yourself a versatile grinder.
I had that problem when I first started shopping for files. I couldn't find double cuts anywhere. Amazon has a Nicholson 12" double cut available and it's worked very well for me.
You should be able to buy a metal file at any hardware store, or on amazon. They aren't exotic or anything. Here is one on amazon
Re: Quenching - you can't harden all steel, you need carbon steel. Rebar is "mystery" steel (it doesnt have a required metal type, so its made from whatever). If you're getting started then I suggest you read up on metallurgy. This is a relatively easy textbook targeted at blacksmiths that's free online.