Garymass --just do it!
I started by ordering the Micro-Touch One of the TV ad. It came with a razor, a stand and 20 blades. Actually not a bad deal. The razor looks like a generic Gillette design with the twist open barn doors for easy blade replacement. It's a functional razor and was enough to sell me on the concept. If you need a "proof of concept" razor, this may be the way to go. You can always keep it as a travel razor or a spare, or pass it along to someone else when you buy something nicer.
If you are pretty sure you wan to go this way, then consider a nicer razor to start. You can buy the above-mentioned Edwin Jagger, of course.
You can also pick up an old Gillette razor in great condition off eBay for around $50 -- more for some of the really popular models. The cool things is that DE razors are pretty simple devices and age well.
I am interested in the Gillette adjustable models because I am still figuring out exactly what level of "aggressiveness" fits me best. The adjustables (like the Gillette Fatboy and Gillette Slim) allow for adjustments in the "aggressiveness" or exposure of the razor blade.
Once you buy a razor (and a brush if you are so inclined), the shaving can be quite inexpensive. I just bought 50 "Shark" razor blades for $6. That will last me almost a year. Inexpensive shaving soap cakes are just a couple bucks each and should last months. Compare that to using a "Mach 3" disposable cartridge razor and aerosol shaving cream!