Some are bought, some are crafted, and some are monster drops. And some don't fit either of those categories. Its... weird, really
A lot of them are pretty easy to come by, too, if you just experiment with combining random stuff you'll probably end up with several eventually.
Anyway, the simplest ones to get are probably the dropped ones. Places I can think of offhand that has them are the daily dungeon, the dungeons of doom, the pirate cove and, um, actually I can't remember any other places where they drop ready for action. Items for some of the simpler familiar combinations can be had from the sewer, the hermit, the fun house and the goatlet. That's at least some hints without completely spoiling it
[Edit] Another hint: Look at other people's profiles, and see what types of familiars they have. The names alone can give you an idea of what items might combine to make them.