Starting out in wargaming...

If you are on a budget then plastics are a great way to get into wargaming. You get an average of 50 foot or 12 mounted figures to a box in plastics.  Admittedly some are not particularly useful, and it can take 2 or 3 boxes to get enough of the troop you're ater at times, but by and large plastics are a cheaper alternative to metal. 
There is an art to painting plastics and I recommend anyone moving into this area to check out the
DBx Plastic site.
The 1/72 scale translates as 20mm in metal, and this means that it is a good scale for moderns due to the prevalance of plastic vehicle kits.

I use plastics for the Great War era because everything I need is available, and anything that isn't can be found in metal from IT figures or other retailers.
I also use plastic for DBA, as several armies can be put together for next to nothing.
I use plastic for skirmish gaming and for periods where there is a wide range available, such as Napoleonics and American Civil War.
Plastics are an inexpensive way to get into wargaming and are no longer inferior to metal in any way.
Above - a plastic Atlantic/Nexus chariot for my New kingdom Egyptian DBA army.
Skirmish Gaming
Another way to gt into wargaming on a shoestring is through skirmish gaming.  This is a form of gaming closely related to role-playing where there are only 10 or so figures per side.  There are many rules available that favour this style of game (see
Free Wargames Rules). 
Skirmish gaming is better in a larger scale, such as 20mm or 28mm.  Even 54mm (1/32) is not out of the question.
Above:  20mm French Foreign Legion, individually based for a skirmish game
Pick a rule set and build your army towards it

Regardless of whether plastic or metal is your chosen medium, or what scale you use, the best way to start is to pick a period, a set of rules and an army or pair of armies that you want to game with.  Focus on this until the army is painted, based and ready to play.  Make sure you have adequate scenery and go to it.  From that point on you will either fall into one of three camps:
the gamer - you just want to play games, whether amies are ready and fully painted or just blu-tacked to their bases without so much as an undercoat.
the collector - You game once a month and never seem to paint much, but every month you end up with another 100 figures. 
the painter - you like to game and you buy a lot of figures, but what gives you the most pleasure is painting the eyes on 15mm figures.  You would paint a unit a month, but everyone at the club is stunned by your work.
Of course these are stereotypes, and most wargamers fit into all three categories, but it is important to make sure that you have one finished painted army at least to play against others with.

Good Luck