I think you're absolutely on the right track, CityBoy. Take the link Blast gave you, the legal advice (area regulations) others mentioned, get some snare wire, study the trails, scat, etc., and have at it! I'd second Ironraven's advice to learn to gut, skin, and clean (if you don;t already know how - probably do) because anything you snare, you might as well eat.

Start with rabbits, I'd say. They're relatively easy to snare and you should have one in a couple of days if you set multiple traps out.

We use fero flints, steel wool, tinder quicks, cotton balls and vaseline, and all kinds of other stuff while there's a BIC in our pocket! Of course we practice. Don;t let anybody (but legal regs) get you down....trap on! I'm with you - I decided looong ago I wasn;t going to wait until I needed the skill to learn it!