Afp has great advice. Best advice, if at this point you're agnostic, is to find local clubs and go from there. No point in taking up a particular discipline if there is nobody around to shoot it with. Find a club where you have people sharing techniques and equipment.
Check out these sites:
(registration required, highpower)
(international 3p, 10m air rifle, smallbore)
I started with 10m air, then moved to Service Rifle because I found a local club.
I would also recommend the book "Ways of the Rifle"