So i know that muni bonds can be had tax free in some cases.
But never dipped into that market.

How is it done? Just get a financial advisor or bond broker?

Is there any way to do it yourself or is that a bad plan?

There are ETFs and mutual funds concentrating on munis.  Off the top of my head, IQI is one.  (Not a recommendation, I just happened to remember the ticker).  Have to watch expense ratios, like anything else.
Now are munis good for you?  That is another question, and the answer is complicated.  There are so many variables involved.  That may be where you could benefit from professional advice.
One could also buy munis individually.

As the other person said, one may buy a bucket of municipal bonds through over the counter ETFs, such as VTEB, MUB, etc.

The dividends are only federally tax exempt. The portion for your state may be tax exempt for that state only. So if VTEB has 0.01 holdings for the state of Kentucky than I may not incur even $1 of saved KY tax as a KY resident. Something to be aware, if you're going the ETF route.

I have looked at state specific bonds for better state tax treatment, and it seems to me not every local/state bond is offered over the counter (OTC) to retail investors. I don't personally have the time to research a diversified bond portfolio that beats OTC muni ETFs.

I wouldn't bet on muni bonds outperforming general aggregate bond funds. It may be worth playing around with a small allocation in a taxable account. They aren't going to make or break your portfolio because of the tax treatment.

I'm in to learn more. My stepdad swears by tax free muni bonds. But, he basically wants to pay absolutely no taxes. I think he averages something like 3.5%... I'm not convinced he knows what he's doing. But, not paying taxes sounds cool.

You can buy them directly on fidelity, both new and existing municipal bonds.  

There have been many cases of municipalities declaring bankruptcy.... I'm not sure I see why they would be preferred over treasury bonds?  The municipal bond rates appear much lower than treasury bonds also.
Treasury bonds are exempt from state taxes.  

It doesn't make sense to buy a crappy municipal bond paying 3% when inflation is more than 3% just to avoid federal income taxes.

The only muni bonds I've ever bought have been for small local projects like schools and parks but you have to act quick and make some phone calls as soon as a levy passes to get in on the gravy train because most times they are sold out before (or if) they are ever announced to the public.

The muni bonds and funds issued by brokers are seldom worth whatever you save on taxes unless you are in a very high bracket. If you just want to get one over on "the man" by paying as little taxes as possible even if it doesn't make financial sense mathematically that is also understandable.

It makes sense if you have a high income and you're in a state with a high income tax.  Makes even more sense if you think inflation and rates will go down in the future.

Other than New York city and orange county CA decades ago and more recently the city of Stockton CA I'm unfamiliar with any other cases of municipalities going BK.  If it was many we would see a lot more news regarding public sector pensions imploding.

The good issues with high yield get snapped up quick by those who are connected, in particular the politicians that approve them.  I've seen some infrastructure bonds with crazy yields, in the 7-8% range.

Check the return on the tax-free bond against the tax-adjusted return on a corporate or government issued bond.  

Unless you are in the highest tax bracket and live in a high tax State, the adjusted return may not be worth it.

Note not all municipal bonds are State tax-free so do your homework on the State tax rules where you live.

Good Luck in you journey.