In terms of tactics, I'll point you to my Guide to Guard, a unit-by-unit analysis of the codex that is more or less up to date (only the latest batch of units and Psykers need updating). Make a cup of tea and have a read, it's quite long but does cover a lot:
http://antorsfinest.blogspot.co.uk/p/imperial-guard.html
In terms of actually collecting an army (where
IG really get interesting), I'd start by working out a theme for your army and going from there. Unless you plan on playing only at
GW stores, there are a wealth of 3rd party minis for Guard that, outside of a
GW, no one will really have a problem with you using. They're often considerably cheaper, and almost always better looking than
GW Guard minis. Here's a few links to get you going:
Dreamforge Eisenkern: Not much cheaper, but amazing kits by all accounts:
http://dreamforge-games.com/products/eisenkern-stormtroopers-20-man-set
Heavy Weapons and eventually a dedicated Comman Squad kit are available.
Mantic Games Corporation Marines: much closer in style and size to
FW Elysians than
GW Cadians, they are made of Restic which some find a pain to work with but I personally don't mind at all, they come with a bunch of special weapons and the army Deals should get you off to a start with good savings.
http://www.manticgames.com/mantic-shop/warpath/corporation/product/corporation-marines-twin-pack-20-figures.html
Warzone 2nd Edition troopers: Limited posability and options, but you won't find cheaper Guardsmen anywhere and they paint up well enough:
http://shop.princeaugust.ie/warzone-mutant-chronicles-wargame/warzone-games-expansion-sets/tg2420-1-warzone-mutant-chronicles-bag-of-80-plastic-soldiers/
Wargames FActory Greatcoats:
DKoK on a budget, basically. Not the best minis in the world, but decent enough for the price and come with a whole bunch of options:
http://shop.princeaugust.ie/warzone-mutant-chronicles-wargame/warzone-games-expansion-sets/tg2420-1-warzone-mutant-chronicles-bag-of-80-plastic-soldiers/
And a couple of more expensive, but purportedly excellent options:
Anvil Afterlife: Resin minis with great detail and a good amount of options, two styles available:
http://www.anvilindustry.co.uk/AFTERLIFE
Victoria Miniatures: Hig price, high quality, basically the best there is for Not-guardsmen. Several styles available:
http://victoriaminiatures.highwire.com
Hope that helps!