http://www.digilentinc.com/Products/Detail.cfm?NavPath=2,400,790&Prod=BASYS2The board is in general well supported by the free Xilinx tools, and you shouldn't need an external cable or adapter to do the programming downloads (though you do have to use Digilent's Adept programming software, which kinda sucks but is at least functional). The cost is <$100 and even lower if you can get academic/student pricing. It should be good enough to get started on.
In general, expect "real" FPGA development stuff to be $100+. Heck, for larger FPGAs, the development SOFTWARE alone can be several kilodollars, and the bare FPGA chips can be several hundred or even thousand dollars.
I'd tell you to use a simulator, but most of them are harder to use and more confusing than the actual hardware, and lots of them are pretty expensive.