You can get Saffron at Whole Foods and I've also seen it a couple of times at Henry's. I've used Paprika as a subsitute in the past and it works pretty well, the measurements are just a little hard to get right.
I bought the saffron ($16 for the little bottle) and I think it would probably taste the same if you didn't use it. It didn't seem to have any flavor that I could tell. I don't think I'd buy saffron again just b/c it's so expensive.
I made this recipe without the saffron and it was delicious just the same. I also added some Kobacha squash as well as butternut; then used the rest of the Kobacha the next day to make the Kobacha Soup. Wonderful!