I Started with a RPR, in .243. Shot like a laser beam. Then moved onto an MPA in 6.5x47 when the bug hit. Then went whole hog with an Accuracy International, with the quick barrel change. Loosen one set screw, take off the barrel, screw on the new caliber, hand tight, and tighten the set screw to 49-inch pounds, and in under a minute you can switch calibers to just about anything with the bolt face you have. Me, I have the 6.5Creed, .308, and will likley go 6.5x47, or maybe a 6mm of some sort.
Once your bit, it's just like any hobby. You can progress with equipment at whatever speed you want. And just like any of the other shooting sports I have dabbled in, the perople are great and will let you try just about anything to see if you like it before you buy.