OK, first things first.
1. Tabletop gaming is huge. It includes boardgames, wargames, pen and paper RPGs, the lot.
2. This means price is massively variable. You can do a pen and paper RPG with only paper and download a rulebook from the web (there are many, many free RPGs out there, of variable quality). ON the other hand having a full size WH40K army is ludicrously pricey.
If you really have no money, look at games you can play just with paper; if you have little but not zero, skirmish games are (as Penty rightly says) an excellent shout. Ebay-ing a bunch of old GW plastics will find you enough stuff to play some games of Mordheim pretty cheaply, which is honestly one of the best tabletop games in existence (and the rules are free!).
I think basically it depends what appeals to you, though. Do you want to control single characters, or vast armies? Are games with pretty abstract mechanics good, or do you need lots of plot-drivers and randomisation? Once you've thought through that it'd be easier to suggest good games to look at