Welcome, MechWarrior!

If you're just starting out, I highly recommend the 'Game of Armored Combat' box. It'll get you the rules and a good assortment of 'Mechs to start out with.

The Alpha Strike box is the fast play version of Battletech and might feel more Warhammery because it involves a lot less recordkeeping on individual units (though some might say that's the charm). I've played both over the years and both are fun, Alpha Strike just lets you play with more Mechs faster while abstracting it. Absolutely the same minis.

I'd do that before worrying about buying individual 'Mechs, unless of course you just want to buy some cool Mechs to paint, and then by all means, go crazy. I tend to buy mine from my local game store, but I've also picked up boxes at Barnes and Noble as well as the occasional impulse purchase when I see them out in the wild.

While there's no single source of them, Catalyst Game Labs and Iron Wind Metals are the two current producers of them. I used metal ones for years, way back when, and really prefer the new plastic sculpts by CGL, but sometimes you want a specific 'Mech variant that might only be available from IWM.