If you don't have someone experienced to help you through the first couple times, I strongly recommend starting with extract. Not everyone will agree, but it's the route I took, and it worked very well.
Here's how I did it (first brew was last January). First, during the couple months before I got my equipment, I read Papazian's book and read as many online resources as I could. I tried to get an idea of what the process was like, etc. It's hard to get a complete picture that way, but you can get some idea. The hardest part, really, was putting together a coherent plan---there are enough variations that you can get a little mixed up taking steps from different sources and trying to stick them together. Just be prepared to be flexible on your first time through, you will inevitably develop your own procedures.
For the first one, I went with all extract and steeping grains. I followed Papazian's process for the most part, and didn't worry too much about exact temperatures or volumes. I steeped by throwing the grains in the brew kettle while I brought it up toward boiling and fished them out around 160°. I started with a simple bitter recipe and kept it as close to RDWHA(Commercial)B as I could.
Wait until you have a full day to spend on this and start on the early side---you do not want to rush while you're still learning the basics of sanitation, etc. That way, for example, if you think you may have contaminated something, you won't feel too rushed to stop, step back, resanitize, and continue.
The next time around was a batch of mead, which is different enough I won't go into it here. It was useful, though, because it didn't involve the complications of a boil and let me focus on sanitation and other parts of the process.
Then I did a second extract+steeping grains batch. On this one, though, I set a specific target for the steeping temperature and tried to hit it. I kept notes on how I did, etc. Since it was just steeping, there was basically no penalty for missing by even a large factor, but it was practice for doing a mash. From my notes on the first batch, I cleaned up some parts of the procedure that had gone slowly.
From there, I jumped into BIAB partial mashing. It was only a small step from the steeping since I'd already tried controlling the temperatures, and the impact of low efficiency was limited because of all the extract. It also didn't require any extra equipment (except a grain bag, I guess). On this one, I also used liquid yeast with a starter and then harvested it at the end and reused it for my next batch.
After this, I've stuck with PM because I don't have the space or budget to expand for now. I probably will eventually, but there's no rush. Anyway, I think this worked really well for me. I was learning on my own from books and teh Intert00bs, so gradually working in more complexity was, I think, key to starting with a string of successful batches. I think extract is a fantastic way to learn the processes while minimizing the risks of a discouraging abject failure. Your first batch isn't going to be stellar anyway, but it's nice to keep it drinkable!