Oh man, tabletop games.
Brikwars is pretty fun, but it sucks if you're playing with people that don't like tabletop games.
I've been meaning to get into WH40k for a while, a long while now. I originally saw the game when I was probably around 7 and thought the Ultra Marines were the coolest things I'd ever seen. It wasn't until I was 12 when I got a starter kit with 5 Ultra Marines in it. I painted them terribly, but I cherished them. To my misfortune, I didn't have anyone to play with, so they sat on my shelf for a while. When I finally found some people to play with, I was 18 and the price tag was a bit more than I wanted to spend to get into it. Instead I got into MtG (the comic shop I visit regularly plays both very regularly, so I get to play both pretty regularly) because of the cheaper startup (though I ended up spending more than I would have for WH40K).
Anyway, for everyone that wants to get into it, visit a comic/hobby shop that plays it and ask if you can give it a shot. Most people are more than happy to let you try your hand at it. If you enjoy it, just save your money to purchase a starter pack. Also, if you work on it in the shop, there is a lot of experience you have access to to help you out, be it painting, purchasing, or playing. You don't need to have a huge army right away, just get a small group of units and play in team games where can use your doods. Eventually, you'll have a sizable army. The best part about it is that once you have your army, you are done. You never really have to purchase anything ever again (unlike many different games where you need to update to be competitive).
I'd love to get into it, I know a bunch of people that play it, but books for college cost just too much for me to be dropping money on starting up.