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I think I'm taking the dive and getting into the hobby, starting off with an IG army because I like the fluff and tanks are cool. Would I be better off picking up one of those starter sets, or making an army list and trying to buy pieces for that? My current plan is to get a basic 500 point list and work with that until I understand the game better, also so I don't spend a stupid amount of money and get quickly discouraged at all the models I have to paint.

Are Harlequins hard to paint? I think the models look awesome, but my understanding is that if I pick them, I can't run them with my IG army, and I'm not particularly interested in the rest of the Eldar so they're limited. For a newbie, am I better off aspiring to obtain a medium to large size army from a single race, or dabbling in one or two armies?

Just out of interest, is there any specific reason the Adeptus Ministorum and Adeptus Custodes models are (generally) so expensive? I was shocked at how much more Sisters of Battles cost compared to just about everything else.

Thanks!

The Start Collecting! set is a good value, as you get a tank, an infantry squad, a commissar, and a heavy weapon team. It gives you something to get going with. Although not as good a deal, there is an Armored Fist set that comes with an infantry squad and Chimera APC. There is the Start Collecting! Scions box to consider, as well.

Harlequins can be considered one of the hardest to paint armies, if you use one of the official lore checker patterns. Good luck if you go with that.

I feel it is better to obtain a decent force of something you like the look of before worrying about allies or a second totally different faction. Your mileage may vary.

The Custodes are expensive as they are relatively new models for the most part, and they are very large, compared to say a Guardsman. The Ministorum stuff is expensive, as they are old metal models dating from the late 90s to early 2000s. They have not been updated to a plastic range, and it is not 100% certain they ever will be. Also expensive as they are direct from GW only right now. So straight from them or the secondary market like eBay is the only way to get them. Most stores will not have any in stock. Basically, they are a special order item.

Welcome to the field, fellow guardsman!

The collecting sets are very good value, I would get both if possible. That would get you your 500 points or at least very close, from there you can expand your list by picking up bits and pieces you need, get some artillery and ratlings

Aside from the collecting sets, you will need someone to be your hq choice, don't recall if commissars can be but regardless they're not the ideal candidate. Try and find an IG Command Squad box, that will not only net you a handy spandy commander, but some other goodies like medics, standard bearers and special weapons your men will love.

Scions are also very nice, but if you get some keep in mind they are their own regiment and will miss out on certain bonuses your guardsmen might have.

Knight Commander Pask is also a pretty great hq to have, will make sure that tank you have will hit it's mark a lot better.

Sisters of Battle are very very old metal figures and totally overpriced. Not recommended for an starter army.
The recent Plastic Celestine for SoB is awesome though...

Maybe someday, in 50 years or so we might get a full plastic SoB model range...

as for expanding out your force and what armies to go with etc, it really depends, Imperium of man can have a huuuge varity of forces, and these can work together, but at the same time, the ore focused your \army the better the synergy.