What type of game are you looking to play, tournaments or cash ?
If you don't have much money to put in and want to play cash I suggest you try low limit holdem to start. I started with $80 at .5/1 limit and built my bankroll up and gradually and moved up limits when my bankroll was large enough and I could beat the game consistantly at the level I was playing at. No limit or pot limit cash games are not a good place to start for a beginner. If you are an absolute beginner you should learn the game at the play tables before you start playing for money, just don't expect the real thing to be the same. You could also try the micro limit cash games (.05/.10) once you have aquainted yourself with the software at the play tables. If you make a decent deposit to one of the sites that offer a signup bonus you can play off your bonus while learning the game without it actually costing you anything.
If you want to play tournaments most of the online sites offer low buy in tournaments for $0.5 to $2 depending on the site. I wouldn't try a casino until you have at least a reasonable knowledge of the game. Some people can get a bit shirty with absolute newbies in my experience. The lowest buy in casino tourney I know of around near me is a £5 rebuy but you would probably end up spending a lot more than that. Most of the casino tourneys are all rebuys so you won't know how much each tourney is going to cost you before you play. Once you have learned how to play it is much more fun playing live than on line (the downside is you can't play live in you underpants). If you need any advice on playing live there are plenty of people on this forum who can help with rules, etiquette etc..
As a general guideline the recommended bankroll for playing limit is between 300 - 500 BB, so if you were starting at .5/1 you would need a bankroll of $300 - $500. In practice 200BB is usually enough unless you hit a really bad run. The key thing is to start playing at a level you are confortable with. If you start playing at too high a level and lose all your money it can be a disheartning start.
And no wonder Chriswan thanks blonde, that's another excellent & very helpful Post.