this is a really lovely game, and i encourage everyone to get a few interested friends together and give it a try. 4-5 people is the optimal number (one game master and 3-4 contestants in each round).
also while you can play a game with a variety of tokens, there is something very satisfying about using the icehouse pyramids, due to (1) their sheer aesthetic appeal (2) the fact that there's a tradition of using them, so you feel like you're playing the game the 'proper' as opposed to makeshift way and (3) the community has already worked out the optimal way to use them to play zendo (i.e. which properties are relevant and which are not, what makes a good koan, where the balance between too simple and too complicated lies, etc.)
I think there's something to be said for just trying it out first with whatever is on hand. Lego blocks are a good and very easily available substitute. Use 3 size of blocks (e.g. 1x2, 2x2 and 3x2) in 4 colors, more options than that will just muddy things up without adding anything interesting. The set of possible relationships between pieces is different than if using pyramids, but it's roughly as rich a vocabulary.
Though with Lego you do need to make it clear up front that rules like "a koan has the Buddha nature iff it looks like a dog" are too subjective :) Doesn't happen with the more abstract pyramids.
agreed - lego is probably the best easily-available substitute for pyramids; the difficultly is that you have to be a lot more precise up front about which features and combinations are and are not acceptable for use in koans. it does have the easily-relatable trio of colour, size and pip-count, which is nice.
2. chessex glass stones in black, white and green (the "glass gems" sold for aquaria and decorative bowls also work nicely)
3. a small plastic storage box from daiso shaped like a trunk with a handle; i tried finding a box that would let the pieces be placed neatly within but finally gave up and just toss them all into the trunk.
it ended up being pretty expensive (~$70 for the lot; i believe the boxed game went for ~$40) but well worth it for the amount of enjoyment i've gotten out of it.
i think most of the issue is that looney labs want to be in the business of selling pieces, rather than selling games. they envision the icehouse set as a general-purpose set of game-playing pyramids, with an accompanying rulebook for tons of games you can play with them. they also sell a few more specialised auxiliary items like ice dice and a volcano board, that are only useful for a couple of games, but their core business of making and selling pyramids is probably profitable and high-margin enough that they don't need to get back into boxed games.
also while you can play a game with a variety of tokens, there is something very satisfying about using the icehouse pyramids, due to (1) their sheer aesthetic appeal (2) the fact that there's a tradition of using them, so you feel like you're playing the game the 'proper' as opposed to makeshift way and (3) the community has already worked out the optimal way to use them to play zendo (i.e. which properties are relevant and which are not, what makes a good koan, where the balance between too simple and too complicated lies, etc.)