Start with the codex, read it through a few times and find out what you want to play. Then, come to us with any questions, we'll do our best, and then you should start buying models. But I sincerely regret buying the megaforce the same day I bought the codex, I lost money on the models (I don't use half of them), and my army suffers because of it.
Counter-testimonial: As a footnote to my post above, I bought the battelforce box and codex together and was very pleased. Later I picked up a terminators squad and a dreadbought and played those models until I understood the rules well enough to make a decision.
Reading the codex is also a good move, BUT a couple of guys in our group who excited by fluff and played an army (after purchasing many models) and sold it all a few months later because they didn't like the way it played.
Eh, you don't really lose money. The price of the battleforce is the same as buying everything individually except for the berserkers. You basically get them for free. And even if you don't use them as such, they make good spare-parts. Or at least, that's how the prices fall in the US.
But yes, I'd get the codex first and give it a good reading. If you have a chance, try playing a game or two using the store minis or your own stand-ins and see if you like how they actually play. Then start investing in the models
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