Killer,
I took a class my local recreation department was putting on. A local banker has been fly fishing for decades and taught the class. All the gear that was used was his (he builds rods for fun) and it was a cheap way to get the taste. You can take classes at local shops too. I bought an entry level trout package (5 weight rod, reel, line) and have been hooked ( no pun intended) ever since. My wife thinks I am crazy, but she also knows it is better than relaxing by hitting the bottle.
The best way to learn is hook up with someone who also wants to take a class or already fly fishes, get some basic gear and then get out and do it. Most people who fly fish will take the time to teach someone.
Fcollins. Sounds like you are in a great location. I have a great trout river 20 minutes from here, but it is getting more crowded every day and access is getting tougher due to development. The Pere Marquette River is about an hour's drive, but you have to fight the yuppies. I would love to hit the road one day for a week and hit CO, WY and MT for some fishing.