I would recommend trying out both slide film and neg film.
Slide film for projection. It looks very cool, think about 20 megapixel projector without any pixel pattern! Used projectors are available at low prices. And, you get a grasp in exposure better because it's more strict and "what you shoot is what you get". It's quite similar to digital in that.
And, neg film is most versatile when you are going to make prints.
I took some shots with the only film i could find in Kmart, it is kodak ultra max 400. I found that the shots did not have a great deal of contrast, however this may have been my ineptitude in proper picture taking.
You are beginning to learn an important point regarding the nature of film. Different films have different characteristics and appearance. This is further complicated with negative film because the processing/printing will significantly impact the appearance of the final image. Slower films will generally have better contrast, brighter colors and finer grain when compared to faster films. 400 speed is a relatively fast film.
Others have alluded to the difference between negative (print) and positive (slide) film. You should definately cut your teeth on negative film. It is cheaper and technically more forgiving. Learn to handle the film, get used to understanding proper exposure. But to really see the potential of film, and have complete control over the entire creative process, you need to shoot slide film. There is simply no other image that can compare to a good slide observed thru a good quality viewer.