I believe a person can get a good feel for the game, without risking much, with SnG, or cheap MTT. Putting what you read into a real situation, seeing how hands develop, testing strategies, getting a feel on how to read peoples play.
Then play cash games to get a feel for the differences between these types of games.
This will also show you what kind of mental game you have. How you handle bad situations in different types of games, how you handle pressure situations.
Tourneys change from start to finish, cash games not so much, so your mental game will be a big factor in deciding which route to go.