I've looked into it, but I thought that the logistics of keeping a bird of prey healthy and within in the law seemed somewhat daunting. It would also mean finding a master falconer to apprentice under. Apprentice falconers are allowed a red-tailed hawk or a kestrel. They must wild capture a first year bird. Master falconers are allowed a wider range of birds, and can buy certain birds and do captive breeding. When I was volunteering in a rehab center, I saw quite a few imprinted kestrels. They are beautiful little birds, and are easily handled, and become friendly. I think they would be an easy first bird for a falconer. Red-tailed hawks are big and powerful, and would probably be more interesting to hunt. Several major airports use falconers for bird control.
My friend who was a falconer got into quail so he had a sure supply of food for his falcon.