Your best bet is geting a set of standerd handpicks. They are not the always the quickest way of opening, but there alot cheaper than most other tools and are the best place to start.
I personally find it alot more satisfying when i open a lock with my standerd picks than i do with an EPG, bumpkeys or anything else, and if your geting into lockpicking for fun thats the most important thing
Cheers
Steve