Welcome to the board! I do have some advice for you as I found myself in the same boat when I first started getting serious into my collection.
Keep a set limit on what to spend each month. There have been times where I've dropped 500 dollars in two week on various figures. It doesn't seem like much while you're clicking around on the Internet, but it adds up real quick. Most of this time figures that you can't afford one month will still be around the next month.
Find a good online retailer. Being in the UK it limits your choices, but
http://www.robotkingdom.com would be decent since it's in Asia. That way you only pay for shipping once, rather than US-based stores who will charge for the product + shipping to their store + profit markup before including shipping to the UK. I know there's a UK-based store but I can't for the life of me remember what it is at the moment.
Figure out what you want to collect and stay with your guidelines. There are cool figures from every TF line out there (yes, even the movie-based ones) but they may not be cool on your shelves.
tfu.info,
TFWiki and
our own site's toy galleries are very useful for learning about and ID'ing figures, or finding repaints or similar figures. And of course there are all sorts of members on here who love to help and answer questions.
If you're just starting out, I would strongly suggest avoiding third party products such as FansProject and TFC. They make damn good stuff (most of the time) but they're also very expensive. Focus on building our collection with the easier-to-obtain figures that you want first, then worry about enhancing it.
Welcome to the hobby. You're in for a wild ride.