MasonDonn, check
http://www.games-workshop.com/gws/storelocator/ for store locations.
The Games Workshop US HQ is in Bowie, MD so they have a few dedicated stores around the DC area. I don't know if they have dedicated stores in FL, but a quick search turned up a ton of places that at least sell the stuff.
It is pretty expensive (expect to spend a couple hundred bucks to get a decent army plus paint, brushes, rulebook, etc.) You can see the prices from the website. Keep in mind that some armies are more price efficient than others (i.e. $50 gets you more space marine power than $50 of tyranids). But they have really worked hard to start releasing boxed sets that give you a whole starter army in one box so there may be some good deals there.
