If you are new to the hobby and haven't acquired a train set, consider putting your own together. Starting in HO or N scale lets you take advantage of the wide range of products available. Start with a locomotive from Athearn, Atlas, Bachmann Spectrum, Kato, Life-Like Proto series, or Stewart. Add four or five ready to run cars from Atlas, Inter-Mountain, Kadee, Micro-Trains, or Walthers, or simple kits from Accurail.
An oval of track with a couple of turnouts and a few extra track sections will allow you to experiment with various track arrangements. Use one of the combination track-roadbed products, such as Atlas True-Track, Bachmann E-Z Track, Kato Unitrack, or Life-Like Power-Loc track. These look good and hold together well without being nailed in place. Add a power pack from MRC or Spectrum and you will be ready to run trains.