can i buy this online somewhere on the WoW main site or do i have to go our and waste money to buy the game?
I went looking the other day and I was unable to find a digital copy of WoW to purchase. In otherwords you'll have to go to a store.
also, could i possibly use a friends key, off of their copy of WoW?
No, the key is uniquely tied to an account. Its not software protection. But you could have a guest key from them which would enable you to install and play until you could go to the shops / await delivery.
one last question, if i do have to buy a retail copy, would the Burning Crusade expansion have it?
You have to buy a retail copy of the original, and a copy of TBC, however you can buy the TBC upgrade digitally for Blizzs online store.
"Who took the jam out of your doughnut?" - Tommy, Snatch.