I began with an air popper, and I still use it when I get a new batch of beans. And I still use my UFO/CO too, because there are beans that just don't do well in my main roaster. But for most of my roasting, I depend on my Sonofresco - it's tough to beat the convenience of it, even given it's inherent flaws.
I second the opinion of learning with just one bean; how else can one learn what roast profiling has to offer? But once you've learned how to hit a stationary target, move over to Sweet Maria's and buy the big sampler. That will open your eyes to the possibilities presented by the beans from the various growing regions. I know that when I got my first sampler, I didn't fully appreciate the differences between a great Central American or a fruit bomb Ethiopian.
Oh, and about the cost? We don't necessarily do this to save money. At least for me, it's all about having truly unique coffee to make my espresso with. Your local roaster may have a few of the world's great coffees to offer, but to make money they buy bags & bags of the same bean - few have the kind of volume that lets them play with the variety of beans we're offered here. So to me it's all about quality, and if I can save a few bucks and still enjoy the world's best, that's even better!