Here is a link on how to take the column apart. This is going to be your first step take it all apart and find out what all is broke.
Inside the GM tilt steering column - Pennock's Fiero Forum
I just went through mine about two months ago. I work at a shop so i get a pretty significant discount on parts so i bought all of mine at the dealer. I guess if Autozone has it you could buy the parts there but i would not recomend them to anyone but, thats just my opinion.
Good luck its really not that hard send me a message if you have any questions.