Professionals usually recommend installing a junction box by bringing a new wire from the main electrical panel to the box rather than tapping off an existing electrical box. This is done to avoid circuit overload, which is important in order to protect against threat of a potential electrical fire.
When adding a circuit to an older home, running a new ROMEX wire from the electrical panel is often your best option. You do not want to plug your expensive big screen TV or computer with all of your important data into an older two-wire receptacle.
You can buy junction boxes at most any hardware or home improvement store. A junction box usually costs less than a dinner for two at McDonald's and increases the safety of your home's electrical system. While at the store buying your box, be sure to pick up a couple of extra covers for any uncovered junction boxes you might find in your home's garage or during an attic inspection.
Electricians typically secure a junction box to a strong structural location, such as a stud or joist. This is especially important if the box will be used to support a light fixture.
Other types of junction boxes have wings that fit within a cut-out drywall hole, but these usually aren't sturdy or stable enough to support a light fixture.
People sometimes call a receptacle box a junction box and use the words interchangeably. But, keep in mind that this term is sometimes used more generically and isn't always referring specifically to a junction box.