The film *I* used most during the "early" years was a brand of black and white named "Arrow". From there, I grad..... uh ... *moved* to Kodak "Verichrome", "Super-XX", and Ansco "Supreme" .. and into Agfa films ... that is primarily where I am today ... but not exclusively.
What is *best* ? In my humble opinion, - the hell with it - use whatever. None of it will cause the camera to explode, and all of it can and WILL be a wonderful carrier for discovery. There will be lots of time for sorting out films and developers, and forming ALL kinds of superstitions and weird ideas - and genuine, logical, well-thought-out preferences - as you progress.
Cost? I don't know - off the top of my head, color negative film and prints from the local one-hour lab will probably cost the least, per image, and provide the least quality. "Doing your own" - I'd strongly recommend Black and White to start - but that - with enlarging and all - will be the frst giant leap.