Go with Microsoft Flight Simulator 2004, get a cheap joystick like a Logitech Wingman Extreme Digital 3D (a mouthful I know, but it's a good stick for the money), you should be able to get started for less than $150 (USD).
X-Plane is good, but badly lacking documentation.
My recommendation for the full size controls would be more applicable to current pilots. Trying to use a joystick to fly a sim can be very frustrating if you're used to the real thing.
MSFS is very good to get started with instrument flying, as you can get going in a Cessna 182 with IFR panel, which is a lot easier to learn the principles in than a helicopter.
Cheers,
SLC.