Why not to get a sniper rifle as a first gun.
As for a preview of prices see surebets sig, he spent a lot of time on that.
I would personally suggest something like an M16 or M14 and turning that into a DMR platform then eventually locking it to single shot with delay (via MOSFET) if you really want to become a "sniper". Be warned though that path is really capital intensive and you're looking at $1200 in order to get a gameable sniper platform. Or you could go stock with maybe a few consistency upgrades and just be really really super sneaky.