If you decide to buy a board, spend some (little) extra money and go for the brands like Digilent/Terassic. DO NOT buy the cheap chinese one's on Ebay. They claim they have examples in both VHDL and Verilog, but trust me, half of these examples don't work. I bought the Open3S500E board with Xilinx Spartan 3s500e in PQ208 package. The board + the programmer costed around 90$, but as i said, the examples do not work and the documentation on the board is somewhat scarce. The board and the programmer are working fine with Xilinx ISE 12.1. Although the board is quite feature rich (you can add VGA, PS/2, LCD, SDRAM, etc...) i wouldn't recommend it for someone who is just starting with FPGA's. I don't know about the other chinese boards out there, but i think they are all similar examples/documentation wise.
As for books, if you decide to go with Xilinx, especially the Spartan 3 family, check out "FPGA Prototyping By Verilog Examples: Xilinx Spartan-3 Version" by Pong Chu. There is also VHDL version.