A couple of questions;
Does anyone know the best kind of darts to get - i assume the ones i have brought with the dart board will be pretty basic - should i be looking to buy a really good set?
What are the best ways to practice - i was thinking about trying to go round the board in numerical order in as few darts as possible - things like that?

Let the journey begin....................... 

I'd assume that the darts that come with the board will be brass, meaning they're v.lightweight.

Quite difficult to answer which are the bets darts to buy, different styles suit different people, i would recommend searching through www.dartscorner.co.uk probably the best online Darts store around imo. You'll probably find out whats best for you once you get a consistant stance/throw. There's so many out there but you can get a decent set of 80% Tungsten darts for around a tenner, its very much a trial and error sort of thing. In terms of weight i'd suggest something between 19-24 Grams for a beginner, but again you wil find out what suits you so i'll leave you to experiment! (As an aside i went through 3-4 sets before i felt comfortable).

As for practice i'd recommend spending the first 10 minutes on Double Top to get a feel for the right weight. Then move onto 20's and Bull. I enjoy working on checkouts from 120-170, you can even set targets each day etc. On top of the around the board idea id say going around the clock on doubles/trebles is a good pracice regime, although very difficult so i only tackle this once you feel comfortable with your throw otherwise its a reall confidence knocker sometimes (is for me anyway).

Hope this helps, good luck with it.

How difficult can it really be to break through in a 'sport' as dull as Archery or shooting?

Deceptively difficult. They may look easy on television but require brute strength of an ox and hand co-ordination of......er Phil Taylor or summat.

Real good fun to play though Archery imo.