Despite what some people are saying, I'd advise against 40k or anything with minis for your first foray. I will admit it's fun and all (except for WarHammer stuff), but you really should try it out first to see if you like it. As a president of a gaming society, I've seen too may people jump into a certain game and sink way too much money into it before deciding they actually don't like it that much. That being said, if you do like minis, here are my suggestions:
Dystopian Wars - It's fairly similar to 40k, only with a much smaller price tag. Also, cyborg squids.
Malifaux - A game that uses cards instead of dice and has a tiny price tag when it comes to mini games (~$60-$100). It's a clockwork-Western-horror.
As for board/card games, Magic: the Gathering is awesome and so is Wizards' lesser-known game Hecatomb. D&D is fun, so is Legend of the Five Rings RPG, D20 Modern ( if you house-rule the Heal skill), and Rogue Trader (40k RPG).
Dystopian Wars - It's fairly similar to 40k, only with a much smaller price tag. Also, cyborg squids.
Malifaux - A game that uses cards instead of dice and has a tiny price tag when it comes to mini games (~$60-$100). It's a clockwork-Western-horror.
As for board/card games, Magic: the Gathering is awesome and so is Wizards' lesser-known game Hecatomb. D&D is fun, so is Legend of the Five Rings RPG, D20 Modern ( if you house-rule the Heal skill), and Rogue Trader (40k RPG).