Frizzles and sizzles are not breeds of chickens so much as they are words describing a very showy feather type that chickens can have.
Most pet chicken afficionados, for example, know what Silkies are. They are a breed of chicken with a feather type that is lacking in the barbicels that help the feather keep its tidy shape. So, silkie feathers end up looking very much like fur--and their feathers feel a lot like fur, too! The Silkie chicken breed is named after its feather type.
There are other unusual feather types called sizzle and frizzle, and they don't (at the time of this writing) have a breed named after their feather types.
A frizzled feather essentially curls outward, giving the chicken a charmingly windblown look. Compare the feather types of these hens:
A serama hen with a frizzled serama hen
They are both Seramas, however one has frizzled feathers. For short, sometimes birds with these feathers are called "Frizzles." Remember, though, a frizzle is not a specific breed. You might have frizzled Seramas (as above), frizzled Polish, frizzled Cochins, and more. Even though they're all different breeds, they can collectively be called frizzles.
The other feather type, "sizzle," combines "silkie" and "frizzle" feather types. So, not only are the feathers lacking in barbicles--so they have a furry appearance--but they're also also curled out and windblown.
So cute, right?
Well, since sizzles and frizzles are SO fun and funky, how come we don't see more of them?
The answer to that is that the breeding is complicated, because frizzles are complicated. Birds with two frizzling genes are are called "frazzles." TWO copies of the frizzling gene can produce problems like an enlarged heart, in addition to poor feather quality produced by doubling those genes. So frizzles don't breed true, and never will. Responsible breeders, cross a frizzle with a smooth feathered bird, to get 50% frizzles, and no frazzles.
Silkie feather genes by contrast are not problematic in that way; two copies express as silkied feathers and so does one copy. Silkies can breed true because they can have two copies of the gene without that gene creating fatal complications for the offspring. But when you outcross silkies, even though the 1st generation offspring may get silkie feathers, the 2nd generation still has a 25% chance for non-silkied feathering.
Essentially, juggling silkying genes and frizzling genes at the same time--trying to get just the right combination to be able to produce sizzle--is difficult work that not all breeders are willing to do. Over a few generations, you have to breed in the silkying genes and breed out the recessive smooth feathering, while also making sure to be responsible and not producing frazzles.
The bottom line is that if you love sizzles they can be difficult to find, and you always want to make sure you purchase these breeds from responsible breeders to ensure the health of your flock.