This is a great resource. Basically it shows that it doesn't have to be hard or expensive. I think batch sparging in a cooler is a great way to start, just because it's easier to wrap your brain around. At least it was for me. [Disclaimer: fly sparging works, too! I don't want to start a flame war.]
http://www.tastybrew.com/articles/dennyconn001
+1 on Palmer's book, too.
That said, probably the best way is to find another HBer in your area and be assistant brewer on one of their brews. I'm guessing most HBer's would be more than happy to have you share in the fun. And clean out the mash tun.
thomcat has a real purty avatar