Warhammer 40k help

[TheAnathema]

I am a huge newbie when it comes to Warhammer 40k. I'm starting to get into the game, learning the lore and such. I'm hoping to get an army started and would enjoy and appreciate some input on what I should choose.
I really like three armies, the Tau Empire, Imperial Guard, and the Space Marines. I enjoy the lore of these three a lot. The Tau, fighting for unison of all life, Greater Good. Space Marines, Destroying everything in the name of the Emperor. The Imperial Guard, fighting for survival as humanity is pushed to the brink.
I also enjoy the playing style of each, the long range fighting of the Tau; the all-round destructive onslaught of the SM; and the more defensive, power inclined IG.
Any recommendations? of course after this I'll have to talk my parents into letting me take up this awesome hobby AND somehow find the money to support it.

[FPAlpha]

The topic is too big to discuss it in a single posting but i'd like to point you to the specialized boards that concentrate on GW games (i frequent Warseer).

http://www.warseer.com/forums/forum.php

http://www.dakkadakka.com/

These are amonst the biggest i know.. there are tons of others. Just take a look what people are talking about and join them to post your own questions.

[Sephiroth]

Sisters of Battle, sure, their latest codex is split across two issues of White Dwarf, and they lack a heavy support vehicle, and they are the most expensive army to put together (all the models are metal still, this will change by the end of the year) but my god are they powerful. St. Celestine is broken, they have the second best vehicle in the game (with an invulnerability save no less) and in the fluff they are pyromaniac nuns whose faith in the emperor is so strong it gives them powers.