Where would I get the plants?

What kind of "climate" would I need?

I live in the Midwest so I would probably have to set up an indoor growing station….I presume (?)
Thank you ALL for your excellent answers!
It would seem that this project might be WAY out of my league. But it’s really good information and advice.

And Thank you to my contacts that also sent me photos of the flower and of the plant!
vanilla orchid photos

http://en.wikipedia.org/wiki/File:Vanilla1web.jpg

http://farm3.static.flickr.com/2067/2534209327_1089f27493.jpg

http://farm4.static.flickr.com/3316/3586225808_4027896c5f.jpg

http://farm1.static.flickr.com/203/512403136_57e94bf092.jpg http://farm1.static.flickr.com/123/332592671_cebd17970c.jpg http://farm2.static.flickr.com/1008/1447637747_16437221e4.jpg

http://farm4.static.flickr.com/3310/3188847601_f7d2b0c851.jpg

http://farm4.static.flickr.com/3168/2993369088_b8fee46b7a.jpg http://farm4.static.flickr.com/3252/2687853260_d6546109c7.jpg

http://farm4.static.flickr.com/3154/2792160179_2acbf3c395.jpg

I have lillies, they are all done blooming and are now just an ugly stem. What do I do now? Do I cut them down or let them go? They were already here when I moved in to this house. I’ve never had them before.
http://images.search.yahoo.com/search/images/view?back=http%3A%2F%2Fimages.search.yahoo.com%2Fsearch%2Fimages%3Fp%3Dyellow%2Blilies%26ei%3DUTF-8%26js%3D1%26ni%3D18%26fr%3Dyfp-t-501%26b%3D73&w=500&h=375&imgurl=static.flickr.com%2F48%2F189101725_ba8091683f_m.jpg&rurl=http%3A%2F%2Fwww.flickr.com%2Fphotos%2F58797022%40N00%2F189101725%2F&size=193.2kB&name=189101725_ba8091683f.jpg&p=yellow+lilies&type=jpeg&no=86&tt=12,042&oid=7bb45307900f0f08&fusr=1SASSYGAL&tit=yellow+lilies&hurl=http%3A%2F%2Fwww.flickr.com%2Fphotos%2F58797022%40N00%2F&ei=UTF-8&src=p these are what the lilies I have look like.