The first thing that caught my attention was your inquiry about the financial costs. I'm wondering if you mean getting into clubs/parties/etc, or if you mean one on one scening? I'll be honest, the last thing you need to have a good scene is a lot of money. I'm sure it helps, but finding ways of using what you already have with you is a big part of what makes it fun. As far as money for clubs and whatnot... I have no idea; I've never done that. I don't think my local group has actual dues or anything, I think they just meet up, but I don't know for sure. To find a local community of people, I'd suggest googling your city and state with "bdsm" and see what comes up. Yahoo used to have a great directory to find them- Actually, Yahoo is the only place I can find a reference to my exact area, but I'm not in a big city.

I don't know that I can provide the help you're looking for, because I was never comfortable meeting up with the local lifestyl-ers, but I got into bdsm pretty much the same way you did- I read a bunch of stuff online. I think if you can meet up with a community, that is the best way to learn, because you'll be surrounded by people with common interests at varying levels of experience, and if your group is a good one, they'll... I don't remember the term, but they'll kind of make sure to look after your well being, to see that you don't get hurt in a bad way (Dom and sub alike). I'm sure that NYC will have a great many local groups that you can meet up with, at any rate. Good luck!