Bay is actually quite difficult to grow from cuttings. You need to be very patient and take a lot as many will fail. You might try asking around if anyone has a fruiting bay and would send you some berries, or someone might have a tree which has thrown up suckers. They are more reliable than cuttings. Maybe it would be easier in the long run to persevere searching for a plant.

Tracy,
I just received three bay trees in 3" pots from Le Jardin du Gourmet. The price was very reasonable compared to other vendors (I got three and shipping for less that one bay of the same size at another seller). Take a look at their on-line catalog at www.ArtisticGardens.com and see if you want to order. I received prompt and good service.

I visited a historic greenhouse today, and saw that they were air-layering a bay tree. I commented on it to the clerk, and she amended that they were "trying to, anyway." They said they hadn't had much luck with it.

If the professionals at the greenhouse aren't having much luck with it, then I have serious doubts about my own ability to propagate one myself.

I came home with a tiny bay tree of my own, and after hearing tales of their propagation challenges, I was glad I hadn't chosen the larger, more expensive one, which would have benefited from some pruning -- because I would have felt compelled to try to root the pruned pieces, and I undoubtedly would have failed.

Thanks for your answers. I guess I'll buy a started tree off the internet. Didn't realize these trees were so difficult.

Tracy, I have a bay tree I was gifted with many years ago. Mine came from Gilbertie's in CT, but they don't ship. I keep it as a container plant because I live in a cold climate. I have pruned it a couple times for shape and to use a few precious leaves in cooking. I've tried to root the prunings, and none rooted. Ever.
Definitely get an established plant. Based on your zone, you should be able to grow it outdoors year round, so once you have one it should grow much faster than mine.
Mine took a decade to go from 7" tall, to three feet tall.

They are very slow growing. You should start off with a decent size. Try looking online at tastefulgarden.com. I got mine there and have been very happy with it.