You should choose the process you are most interested in and start there. You can use food coloring in water to practice coating papers without eating up expensive metal salts. That practice will come in handy whether you are using a brush or rod.
Cranes' Kid Finish is a good paper for most alternative processes that don't require a lot of physical manipulation in processing (e.g., gum bichromate). It makes a good substrate for cyanotypes and VDBs IME, and I've heard it works well for Pt/Pd also. I prefer the ecru color to the stark white paper.
You can also make a split back contact print frame pretty inexpensively. An old picture frame with a rabbet to hold the glass and another piece of wood split for the back and hinged will do the trick. (Or some moulding, wood glue/staples and miter saw will also get you there quickly.) Attach some cup holder eyehooks or screws to the front or sides and use bungee cords to wrap around the frame and pull the split back snug against the paper/negative/glass sandwich.
You could also gage exposure using a density stepwedge taped to a test strip under a separate piece of glass placed adjacent to the negative/paper sandwich under another sheet of glass while it is exposing. That way the registration of the print won't be disturbed and you can get an idea of how far to take the exposure. You should probably invest in one of these stepwedges even if you use a contact frame or fancy exposure unit. They really help in determining correct exposures for the various processes.