Hi.
I am going to go against the grain here a bit and say that in this day and age the most economically effective way for a newbie to learn through trial and error is to go digital. While the initial cost will be higher it will pay for itself very soon because film and film processing is very expensive. Not to mention that if you wanted to do any post processing things get CONSIDERABLY more difficult and expensive.
You don't need a camera with all the bells and whistles to start out. Buy the best you can afford and practice, practice, practice!. Nothing and I mean nothing beats practicing. You don't really need to spend money on photography schools or anything of the like although it doesn't hurt. I haven't taken a single photography class in my life. I am fully self taught the hard way. Nothing beats trial and error which is where digital comes in VERY handy.
With that said, I do use film at times. I did it backwards in the sense that I was fully digital and then tried experimenting with film. When I do use film it's mostly medium format and infrared 35mm on a Canon SLR I got on ebay for like £50 quid. There currently 15 rolls of film (my husband's and mine) sitting on a shelve to be developed. We are waiting to win the lottery so we can send them off to the lab
I don't have a favorite film per se but I do buy mostly Ilford HP5 Plus and sometimes PanF Plus. I do not get my medium format printed cause that costs a small fortune. The negatives are large enough that I can see the developed ones and decide if they are worth of a print or not and proceed accordingly.
I currently own about 12 cameras (my husband owns about 15) all the way from cardboard pinholes to 100 year old Kodaks to my main camera, a Canon 20D (in DIRE need of replacement!). It's a very addictive and expensive hobby but it's the only thing I have ever managed to stick with.
Good luck!
June
PS. As I typed this post, iTunes started playing "3x5" by John Mayer