If you wait for someone to build you bike lanes, you'll never ever bike anywhere. My commute to work is 11 miles each way. Of that, there is about 100 ft of bike lanes. :P Learn to cycle safely in traffic. This means taking the lane when necessary, using lights, reflectors, and wearing visible clothing, and always wearing a helmet. Cycling on the sidewalk is not safe cycling.
To start with, get a cheap used bike (any bike) and start riding. Ride it a lot. After six to eight months of using it you'll have a much better idea what you like, and you should sell the cheap used bike. You'll know what you want in a bike after riding for a while, so replace it with a decent mid range 4-600$ model that will last you for a very long time.
I ride my bike to work twice or three times a week. I'll occasionally pick up groceries with my bike and go to the library every week on it. This saves me about 50% in fuel costs, and I have to suspect a lot of wear and tear in general. I've got a winter bike that cost me about 500$, and a summer bike that cost me about 800$. Both of them have paid for themselves just in terms of fuel saved over the last five years. When you factor in the exercise and general feeling of well-being, I'd say I'm way, way ahead.