Here's my suggestion:
1) Play with play money until you build up several million. If you can't do that, then you probably shouldn't be playing real money anyway.
2) There are web sites that will buy your play money for $10-$12 per million. Keep at least a million set aside so you can repeat the process in case you go bust while you're learning.
3) Profit!
I did a variation on this - I played on PS for about 8 months with play money until I got to about $3 million. I didn't know I could sell it at that time, but I wanted to try real money, so I deposited $25 with a promise to myself that that was the only deposit I was going to make. I didn't want to be one of those people who continually deposits and busts out. Even if I could afford it, it seemed like a bad habit to get into.
I watched it gradually dwindle away to about $6 at .01/.02 NLHE and $1 SNG's. Then I found out about selling play money, sold $20 million for $20 and was able to build up from there by tightening up a little.
Freerolls are an option, but I like them less because:
1) Until you actually cash in one, you have nothing to show for it. At least with play money, you can see if you are a winning or losing player and can gauge your progress toward a sellable amount.
2) Even if you do cash, it's likely to be just a couple of dollars which would be very difficult to build into a bankroll. You'd have no room for variance before you're busted again.
3) I think freerolls encourage bad play even more than play money. With a freeroll, the expectation of a win is so low that you may as well either build a big stack early or bust out and move on. If your playing at the highest stakes for play money, you know your opponents are at least among the best play money players, and that they care about losing their play money bankroll and will play about as well as they can.
4) There is no freeroll equivalent to a cash game and you should practice both cash and SNG to see where you do better.
Finally, when you do sign up for a real money account, make sure you get a rakeback deal.
Good luck!