I think things on wheels are a much cheaper hobby. Any kind of crash usually ends up in a hefty repair bill as soon as you go outdoors.
A lot of people say don't think about flying outdoors until you can fly indefinitely in a simulator. This means not just flying around; do some inverting and start to learn some tricks as well. You'll need all those skills to be able to instinctively pull yourself out of a fall, or you could be looking at $100+ repair bills per crash.
I've tried the Lama and the CX2. These are primarily indoor helicopters. I've taken them outside, but, only if its dead calm, otherwise, you won't be able to bring it back
The guy at the local hobby shop showed me a Walkera 4#3 and it seemed like a great indoor beginner heli as well.
Try this simulator:
Phoenix Sim
.dk