I've been playing with the idea myself. I just need to get some of my other projects completed so that I have project space for it.
Fisherman's Quarters downtown has a decent selection of stuff and I think they have somebody at their "round table" that ties trout flies that is willing to get a newbie started. It's just like everything else though. Start up costs are a couple hundred dollars. I wasn't looking at top of the line toys but I don't buy junk either.