There are websites and directories that you can find copyright free images from and public domain images that you are able to use. Depending on what you do, you can easily make a good video caption thumbnail. I do not own any fancy image editing software but I use a combination of a software called Gimp 2.0 (it is free) and my video editing software (believe it or not).
There are ways and means. You could - if you have money to spend - look for some graphical GFX packs to use. Some are not too expensive to get for the kind of quality you will receive.
Try using free stock image sites such as: Freerange, Stockvault, FreeDigitalPhotos and stock.xchng
Hope this helps.