Miniature gaming is a lot of money. It's hard to just jump into, especially if you don't know anybody who's playing and can't tell whether the game is really for you. But, gaming stores will often have demos where you can try out the game and meet other people who're interested in it.
I like to paint miniatures, and the way that I got into things was buy falling in love with some of the Warmachine sculpts. At the time I was painting a lot of Reaper miniatures, which are very cool but awful static; Warmachine's sculpts are full of energy and really pop. The first set I bought were the battle nuns, the Daughters of the Flame:So cool.
And I just kept buying and painting the ones I thought were interesting, until I had so many that it seemed foolish not to at least learn how to play the game!
I like the Khador faction because of the Russian feel, the blocky train-like warjacks, and the female warcasters as major characters- one of the biggest reasons I could never get into Warhammer/40K is that there are only a few female models across the entire range. That's really too bad, because I find GW's plastics a joy to paint.
Most of my collection lies in Circle Orboros though, on the Hordes side. I like the faction's strengths, and their classic warbeasts like griffons, werewolves, and golems. I'm currently working on Morvahna the Dawnshadow, who is a bear to assemble.
(I ship Morvahna/Kaya)