I recommend starting on GCCG. Why spend money you don't have to? You'll just end up getting foolhardy ideas like foiling your last few decks and then end up spending more and actively trading, etc.
Play for free, world-wide, against the best competition you will find. And the worst, too I guess. Most everyone who is here is there.
Edit: And while Mr. Lurtzy will remind everyone of my Movie Block bias, I recommend staying within sets 1-10. Those are the cards that came out during the run of movies and before things really went down hill for Decipher.
-wtk