Weather,
Yes, you can buy bonds at any brokerage. A quick look at Fidelity shows they have over 40,000 bonds and CDs they trade...and they are only $1 per bond if already trading, and free for new issues. However, most bonds have a $1,000 par value, so if you don't have at least $5,000 a $10,000, then you won't have much diversification.
The yahoo finance bond screener is a great place to filter out bonds. You can filter by credit rating, YTM (which takes the yield of the bond and the current price into account), maturity date, recallable, etc.