If you want to learn methodically by establishing a sound right-hand technique before moving on to the pedals, get a lap steel. That would not have worked for me, as I wanted the instant gratification of those distinctive pedal movements that drew me to the pedal steel in the first place.
My opportunity came when I found a good-quality but beat-up D10 for $300 in a store where I usually looked for trombones! (It had stowed away in a container of second-hand horns from the US.) The E9 neck kind of worked and the C6 not at all, but I started hunting those licks and got hooked.
Later I fixed up both necks, and later still I fixed my right hand (courtesy of Jeff Newman's video).
Of course, this approach relies entirely on having a cheap instrument fall into your lap (?) and having the aptitude to rebuild the mechanics, so this doesn't really count as advice. But if it's "those sounds" you seek, go straight to them any way you can.
Lap or pedal steel guitar?
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