Well done - you will not be dissappointed!
A good website for BBC stuff is
Stairway to Hell, which has an extensive library of software in disk image format. It is geared towards emulators but I think it is possible to get images onto your Beeb (with a bit of tinkering).
Good games: Elite, Strykers Run, Snapper (basically PacMac), Planetoid...
Many of these games can be found in cassette format in charity shops; that's where I got most of mine. They tend to be amongst the usual tapes you find in charity shops and are generally cheap because no-one knows what they are. eBay is another good one with many games selling for fairly low prices. Hook up any tape recorder to the Master with a 5-pin DIN connector and you're set!
Beware that some games made for the Model B won't run properly on the Master. They are based around similar technologies but the architecture is a wee bit different leading to some back-incompatibilities. The Master is the better machine though and can run much more demanding software than the Model B.
The advantage of BBC computers over Apple ][ gear is that in the UK they were very popular at one time. This means that there is still a great deal of spares, add-ons, software and other bits available pretty inexpensively. They are starting to get a bit of collector's value now but are generally easier to get things for than Apple ][s. The BBC Model B and Master were basically Britain's equivalent of the Apple ][.
Hope you enjoy your new toy!