A way to try playing is to start out playing skermish level, then add on units.
Then your not committed and wasting all sorts of money before you are actually sold on the game or not.
Mordhiem and Empire in Flames rules are out there and available in the big bad interwebs...
When I play, I buy a box and a hero, then move on from there.
Escelation games are awsome, and you can try building up a small town, and a couple of towers, and a couple of tree lines, some bushes, a hovel or three, and a couple of small houses.
Then add in the road sections, and there you go.
If it so happens to be "Ogers", you can do the same thing. Gather up a band of them, build, paint up and add in the hills, trees, and ponds, and a small styro mound, and a couple of the hovels that they had back in the day.
One, you add in a little bit of stability and have yourself some ready made terraign. The other, you have yourself a bit of fun with the oblong things that the game has in it.
One guy builds a couple of towns, another guy pulls out a couple of grave warrens, and some cave sections...
Pretty soon your group is fighting in the Old World, on the map based terraign with themed armies.
When I did mine, I started out with a chaos warrior army, then spead out to the undead, then went back and started up on the empire guys.
Around a month or two into each one we had enough stuff to play a few games on some awsome terrign on the cheap.
I'd start out with a box of Ogers, and a leader. Then add in a couple of boxes of those grots they have, as well. Add in a couple of Giants, and some of the other stuff, and then you have yourself a pretty good selection.
Pick up a unit or two of each game, and take your time building them up and having fun painting them.
I for one would recommend Dark Eldar, or Empire with a contingent of Ogers as mercs.
One thing I hate about the games as they progresssed on through the editions was the ability of making up your own armies, with whatever you wanted to.
Lost and the Damned style.
Good times, and doesn't cost all that much.