Retailer? This guy:
http://www.thewarstore.com/infinity.html
Cost compared to W40k: less. Whilst in infinity single models are more pricey, you do field less. Normally up to 10-11, unless you're playing Ariadna then maybe 20. So around $200 should quite easily get you an army. Although note its unlikely you will just stick with those ten models. Its very easy to make a lot of variance in your games by simply swapping 1 guy... so you quickly want more and more... and well, yeah I'm sure you follow.
With where to start, have a look at the faction you like the look of most.
This could be a decent start to get an idea of each faction.
http://www.dakkadakka.com/dakkaforum/posts/list/556384.page
Plus pinned on the top is a community guide with a heap of links.
After that pretty much just look at what models you like the look of most in a chosen faction and go with them. Normally you'll be safe if you get one the starter packs and a few other guys. Each faction has a general starter, plus a few others for the 'sectorial armies'. These are kinda of like a subfaction within the overall faction which specialise in something fluff driven. Doesn't really matter if you get a general starter or a sectorial starter but its a little more complicated to make a legal army with a sectorial as they limit some unit options and promote others.
It would be a good idea here to read over the quick start rules and then play around on the online army generator.
Rules:
http://www.infinitythegame.com/infinity/en/downloads/
Army generator:
http://infinitythegame.com/army/