I second what has been mentioned above. I've never had to use heat to straighten a shaft. Andy's videos are the best I've seen, clear and concise, and takes you through the entire process step by step. Definitely check them out.
Finding a good source for shafts is essential, and you'll probably need several sources depending on what type of wood you're looking for. For douglas fir it's hard to beat Surewood Shafts, the best shafts I've ever seen, period. For sitka spruce I just order them from Andy at Addicitve Archery. He gets them from the Canadian source and his prices are comparable so I find it much easier. Cedar has been a bit more hit and miss over the past few years and I don't use it that much anymore, but Raptor and Rose City are good sources if you really want cedar.
One of the most important choices you'll have to make is whether the sealers, stains and paints (if crown dipping & cresting) will be solvent based or water based. Without getting into a lengthy dissertation on the pros and cons of both, I started with solvent based but later switched to water based mainly because of the fumes associated with solvent based products. I do the vast majority of my arrow building during the winter months and where I live that means doing it indoors, and that's impossible with solvent based products. I'm just as happy, if not happier with the results I get with water based products. And if that's the way you go you can't beat True North, and I've found the best prices directly from them.
Good luck on your arrow building journey, and again check out Andy's YouTube channel, you won't regret it.