Jarhead:
The initial costs of getting set up right are enough to make anyone weep. After you get set up, the equipment lasts a long time and the expendibles like powder and bullets are relatively cheap. The only further danger is in wanting to get more and better guns.
As for the training, both approaches have value, but I still say that true expert advice from the masters in the form of a video is best. I've done it both ways, both are good, but I wish I had started with the video instead of with the local experts. (both of the local experts I've trained with were national champions, and one holds many records. They are not slouches.) I believe you want to learn from Rob Leatham, if I've got his name right.