Well the book to buy right off the bat is DnD players guide. Sets you back a painful $30 but hey thats less than most comp games. Soon after you will find yourself buying the DMG, and perhaps the monstrous manual. If you can't find them anywhere else, you can always get them on amazon.
As an alternative might I suggest something by White-Wolf. Vampire is great, And mage is a personal favorite. They will also be one book buys rather than being 3 books, though still something like $30 and will represent a deeper dive into role playing. (though they have nothing to do with Icewind dale ect. at all)
For finding other gamers, go to a comic book store, a gaming store, or a university. Or just rope your friends into it. Most Universities have a club devoted to it.
oh and you might want to poke around here:
http://www.indie-rpgs.com/
Its quite different from what your looking for, but may help shed light on what you find.
well call my a liar... d&d 3.5 is only $20
http://www.amazon.com/exec/obidos/tg.../-/0786928867/