If you want to learn it without spending up, go for the speedlight route.
LumoPro LP160 Manual Flash
I have two of these. They are great- they put out just as much power as the 580EX II.
Negatives:
No eTTL (there is no eTTL in studio strobes either, so no big deal.)
The plastic feels a little cheap - but I am used to the rugged and weather sealed 580EX II
Can only change power in full-stop incriments.
Positives:
They can work on your hot shoe, triggered by the camera.
They have an optical trigger and can be triggered by another flash
They have a 3.5mm port to hook up to your pocket wizards or skyports
They have a pc jack to hook up to your wireless triggers
They are 1/3rd to 1/4th the price of a flash with comparable power (580EX II for Canon or SB-900 for Nikon.)
They are light weight (cheap plastic)
Check out
http://www.strobist.com to learn more about how to use these types of flashes. But for usable flashes on a budget, it is going to be near impossible to beat a handful of these.