The easiest way to get into it is to find a cheap hot air popper from your local Goodwill store or similar. You can often find them for $10 or less. I used to have a West Bend Poppery II. Sweet Marias.com has a huge selection of beans if you can't find a seller near you. Sometimes you can make nice with your local roaster and buy 5lb at a time from them.
No matter where you start, it'll be quite a learning process. I ended up making a few simple mods to the Poppery II before I graduated to a Hot Top. You'll have to figure out the right amount of beans for the air pressure and volume of the popping chamber. Too few and they'll fly out, too many and they don't get agitated enough to roast evenly. I had to fashion a bean can to the top to keep the beans from flying out once they dried enough to start actually roasting. The thermocouple also opened on me a few times which stalled the roast, so I jumped it.
If you want to spend $$ straight away, I've had really good luck with the Hot Top. It's able to roast a little under a lb at its max, which lasts about a week in our house since I'm just making an espresso or two every day.
No matter how you go, it'll likely need to be done outside since it produces an impressive amount of smoke. If you're not careful, the chaff can ignite...something that happened to my HotTop once when the drum motor froze. Things got out of hand VERY quickly but I was able to save it and fix/upgrade it since replacement parts are available.