I don't fence but a colleague and team-member of mine does (mostly foil and epee). I've heard so much about his exploits and have even been up to the Leon Paul shop in North London a few times with him while he fusses about with handles and blades. We've even discussed getting tickets to see the Olympic fencing together here in London in 2012...
Three observations: One, it seems fairly expensive with all the gear. Two, it's buggered up his knees a bit and three, in the UK at least fencers seem to be a very social crowd... there's probably a club near you.
Googling your state/town/city name with 'fencing' might be a start.
I used to fence, mostly foil although I was starting to fence epee a bit when I stopped going. It is great fun, and a very good workout. The cost is variable, depending on your situation. I fenced on my university's team. Most uni teams don't have formal tryouts or anything, and they're happy to take new people on and provide formal training. Because I was on the team, I was able to use the team's equipment - mask, jacket, foils. I had to provide knickers and a glove, which set me back around $80 U.S. If you have to outfit yourself, it can be quite expensive. You'll eventually wind up wanting your own gear, but it's a good idea to try it for a while on rented/borrowed gear if you can. Also keep in mind that if you are joining a private fencing team, dues can be quite expensive. I stopped going because I graduated, and the private teams I was looking into were asking as much as $100 US a month.
Most community centres or high school do have fencing classes
and they provide all of the equipment, the community centre by my house charges $5 for 2hour beginner level drop in class everything included or book of ten tickets for $35 , the intermediate and advanced lessons are by monthly fees ($45)
Saber is my favorite since you can use the edge and have more dimensional flexibility, but my real hobby is real sword fighting, with real swords and armour not the SCA crap but good old fashioned whooping...and I have the broken bones to prove it...