Richard - the easiest is to start tinkering and build some receivers and small transmitters. And read some theory on the way.
This video shows some of the many things happening in amateur radio in Australia today.
A good Australian radio theory book is Ron Bertrand's. It's reviewed at
Don't let its thickness put you off - the print is large and it goes from very basic to a higher level than is required for the advanced licence.
Clubs vary. Some are special interest while others are more general. Some have their own station and activities while others may be more technical.
Some have licence training programs and run exams while others don't. The WIA website has a clubs list. You don't need to attend a course if you
don't wish to or prefer to learn at home.
You can now buy a versatile 10 watt multiband HF transceiver kit for about $150, spend a few hours putting it together (the main board is pre-assembled)
and make contacts up to 1000 - 3000km away. Last night I had a morse code contact with the US with it.
If you want to build something from scratch, this is a simple and cheap voice transceiver.
http://home.alphalink.com.au/~parkerp/projects/projbeach40.htmAn Australian-produced kit like the above but better is the MDT described at
http://www.ozqrp.com/Many here are hams so if you've got more questions just ask it here!