Brayshaw,
You sound like a younger collector, and may have budget issues, so I would recommend e-mailing or PM'ing "Warrior" (dealer George Guerrero). He is an expert at smaller scale (25mm and 30mm) figure painting and diorama building. You can get a lot more bang for your buck if you work in 25mm as opposed to 54mm or 60mm, especially if you will take the time to paint the figures yourself. George has built some amazing dioramas in this smaller scale, pictures of some of which are posted on this thread. I am sure he can help you quite a bit. George is a great guy, really approachable, and I am sure he will help you if asked.