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Step 1: Find Bacon Fat
You can render your own bacon fat by just cooking bacon - I would cook up at least 10 pounds of bacon if you want to render enough fat to make a sizable batch of soap (my one liter of fat came from around 10 pounds of bacon and yielded about a dozen bacon soap strips and about another dozen small to medium sized bars. You can cook less bacon if you want to make less soap.
The fattier the bacon you buy for this the better results you will have. Also, cooking it on the stove in a pan is going to be the way to go here - don't try any microwave tricks, you won't render nearly as much fat. Don't worry if lots of black and brown bacon bits get into your rendered fat, they can be purified out later.
You can also buy lard directly at the grocery store - although something about just buying the lard without the bacon seemed to be like cheating when doing something as epic as turning bacon into soap, but if you want to save some time and money - buying the lard direct would be the way to go.
***Note: I have found that a good way to clean dirty bacon fry pans is to pour old coffee grounds into the pan (this was taught to me on the river), let it sit for a bout half an hour and then do some scrubbing. The blackened crud on the bottom of the pan comes off much easier this way than if you try to attack it head on.***
If you're going to be saving your bacon fat over any length of time, get yourself a nice big plastic or glass jar. Remember to let the fat cool a little before pouring it into your container so you don't crack or melt it.