I'm a huge RC nut. I've flown all sizes of RC helicopters, electric and nitro. RC planes, gliders, etc. Even was sponsored by Mikado for a while.
So, the coolest thing about RC is it's fun whether you're working on your gear or flying it. I'll suggest an E-Flite Blade CX to start out. They come in kits with everything you need, ready to fly, between $150-200. They're pretty indestructible, safe around people, and can be flown indoors. Most importantly, they offer true four channel control, so you'll get the real experience.
The toy ones at Radio Shack are junk. They don't teach you anything about flight.
If you really enjoy using something basic like the Blade CX, the next step is saving up for a flight simulator. Real Flight G5 will cost you $200, but it's literally worth it's weight in gold. You'll be able to fly all types of aircraft in realistic environments, truly gaining hours of stick time without ever putting an aircraft or person in danger.
If you can get the hang of more advanced forward flight, and are no longer content with an amazing video game as your only source of flight, it's time to join the big leagues.
I've flown .50 size nitro helicopters, but I'm currently down to a Trex 450 Pro electric heli. It's tiny enough to fly in front of my house, but it hauls ass and can do any trick I can throw at it.
If you buy any helicopter that doesn't come ready to fly, prepare to research and learn a lot. Helicopters are the epitome of murphy's law. There are a million things all waiting to explode. That said, the most fun part of the hobby for me is taking the time to set my helicopter up correctly, making it fly silky smooth and super reliably.
I'll post photos if I have time! I won't be able to fly until the snow goes away!
Decked out Trex 450 Pro by
quattrokid73, on Flickr