learn with the cheapest set you can find... and read up on some techniques.. think the site
http://www.throwzini.com has some good tips. You
will destroy and/or lose your first sets of throwers. Once you're getting better and still liking it, invest in some more expensive and bigger throwers.. about 10-12".. set of three will run you anywhere from $50 to $150 depending on the type. $50-80 range is fine.
the little lightweight knives are great at 1 spin distance, maybe 1.5 spins, but beyond that they're too light to be reliable.