Having recently gone through the process myself, but immersing myself into this game for about a year and a half now Ceodryn and Ziro have it right.
If you are new to the game I would recommend that you start with ONLY the core set. Do NOT make any further investments.
Read ALL the books throughly.
After this you will have TONS and TONS of questions because, quite frankly, the main core set rulebook is terribly, terribly written.
Read the core set rulebook again, and maybe a third time. After these readings you will be able to put a few things together that are disorganized and not well referenced in the book, but because you have read it through a few times, they will come together.
If what you have read and seen intrigues you and you wish to continue then:
Purchase the PDF rulebook. This rulebook is MUCH, MUCH better written and organized. It will answer many of the questions you had.
Come back to these forums for any questions that you still have. You will find that WFRP3e players are VERY eager and willing to help. It is an amazing fan community here,.. the best.
Once you feel confident about the rules go to http://www.gitzmansgallery.com and download 2 FREE resources.
Download "Gitzman's Enhanced Character Sheet" and USE IT. You will be glad you did.
Download "WFRP Reference Guide" - The BEST rules summary sheet in existence.
Familiarize yourself with these two downloads and don't worry about all the "additional" rules on the reference sheet. These are added with some of the supplemental box sets which you can purchase LATER.
Download the DEMO campaign "A Day Late and a Shilling Short" from http://www.fantasyfl...lling_short.pdf
Read and become intimately familiar with the campaign.
Invite your buddies over and run through the demo.
IF your players liked the system and are interested in more you can play the campaign included in the core set "An Eye for an Eye" - a really great campaign btw.
At this point, if everyone likes the game and wants to play more, you can spend the money on additinonal investment, but up until this point you have only had to invest in the core set and the PDF, and with this you have at least 3 or 4 good sessions to "Try It Out".
If I had it to do all over again, I could have saved myself MUCH headache by following the above steps. The only negative I can think of by going this route is I would have liked to have had "Corruption" ( a rule addition available in the Winds of Magic supplement ) as a tool to use in the Eye for an Eye campaign as there are MANY things in that campaign that are well suited for Corruption.
Welcome Aboard dhrocks!!! and Good Gaming to ya !!!