In some countries, such as New Zealand, it is perfectly legal to distill your own alcohol. Some states in America are quit lenient when it comes to home distillation and some are quit strict. I highly recommend that you research the laws concerning your country or state.
In many states where it is illegal to distill alcohol at home will have exceptions if you are using it as fuel. It largely depends on where you live. In recent years some states have relaxed their laws concerning distilling.
If you wish to buy a still you should keep in mind that some companies that make stills for hobbyists in the U.S. can be requested to hand over their customer list. Since distilling is legal in New Zealand, there are a wide variety of suppliers. Shipping a still from New Zealand can run you around $100. There are also many trust worthy suppliers in America.
Stills that are used for making moonshine can also be used for making essential oils. However, you do not want to use a still that has been used to make essential oils to make moonshine. This is due to the fact the oils that linger in the still can affect the taste of your moonshine.
Distilling is an incredibly easy and rewarding hobby. Many people who have heard of moonshine or who are interested in making their own moonshine may be afraid of the possibility of going blind. Blindness from moonshine is due to the presence of Methanol which has a negative effect on the optic nerve. It can be present in relatively small quantities in moonshine. However, the highest concentration of methanol can be found in the first alcohol to come out of the still. For a 5 gallon still you will want to throughout the first 100 ml. Maybe even the first 200 ml if you are really paranoid. There is a trace amount of methanol in all distilled spirits including moonshine. However, you would have to drink a lot before it would have any effect. So much in fact that you would be at a much greater risk of dying from alcohol poisoning than you would be with going blind.
Reported cases of blindness are incredibly rare and mostly derive from the days of prohibition. Many of these cases had less to do with the actual Moonshine and more to do with that fact that some unscrupulous moonshiners would add methanol and/or antifreeze after distillation. As such, one should shy away from buying moonshine. However, it is safe to drink your own moonshine or moonshine that has not been adulterated.