All you really need to get started is a set of polyhedral dice (d4, d6, d8, d10, d12 and d20), character sheets (free pdf here: [url deleted] and the core rule books (Player's Handbook, Dungeon Master Guide and Monster Manual - about $40 each, or torrents).
Also, yes I have.
Another thing to consider is which edition you want to get into. Personally I think that AD&D is ridiculously complicated, while 4.0 is simplified to hell. 3.5 has been my favorite so far.
4E has always gotten a lot of flak for being overly simplified but I think it gives much more freedom to both the DM and players, both beginners and people who've been playing for years. For beginners (like ewowo) 4E would be perfect because it's so simplified, and for people who played 3.0 for years, it makes it much easier to make house rules and exceptions etc.
The thing about that is that it makes combat a lot more tedious. There are fewer things you can do, there's no suspense in rolling your defenses, instead your saves are a flat AC. And there's not just one "attack". Instead they have several "moves" which is arguably more complicated for a newbie.
Lol I'm sure it would, but the PHB has an intro that explains everything about the game in a really basic way. Essentially DnD for dummies, without the big yellow cover.
If you can't find anyone to play with, you could always play online. myth-weavers.com/ 's forums are specifically designed for that, and you can make and maintain your character sheet on the site too, all for free.
PDFs of pretty much any book can be found by Googling "<insert book name> download" (4shared is usually good), and Myth Weavers has a built in rolling function for the dice.
I've never played online myself, but I'd be up for it some time if you do happen to want to try it.