Escapology can be expensive

i'd advise starting with ropes and some Handcuffs since you can get those for under $50
I Personally LOVE escaping from my regulation strait jacket... it's fun beyond words.
I think after some basics just go for whatever is to your taste - Mail bag escape, Coffin escape (coffin may be expensive :/ ), milk can escapes, the all time classic Metamorphosis (or subtrunk, better to build one for like $100 than spend $1000's buying but expect to also buy the additional props required). I've never found a steel strait like the one in Dixie Dooley's set... could also be cool...
Maybe MichalAngelo can help you if he has the time, he is a professional escape artist and holds the world record for the underwater strait escape...
cheap thumbcuffs... (just kidding those are terrible

), elastic band escapes (yawn

)...