Diversifying.  

Okay well you've got a couple of decissions to make first. Wet fly, dry fly, spinnner, plus a couple of others. Personaly I used spinners its a whole lot easier than chucking the fluffy stuff, but then again thats what is supposed to make fly fishing so exciting. You use hard to get out there flies after snagging yourself in the bushes and back of the neck. Then you tangle your rig, trip over trying to set yourself free only to find you forgot to take your fishing license with you...hmmm.
Remind me again why we love it so much?.
But seriously, its not really that hard or expensive. The key is to have a reasonable weighted line and leader, read the water, look to see where any floating insects might swirl in an eddie and try and get your fly there.
If you want to pick up some fly gear at the right price then check out the website on my profile.
Buying your tackle online at auction means you get it at the right price.

Fly fishing can be expensive. I think everything I own for fly fishing is used. I started a few years back teaching myself how to fly fish after I got a cheap used vice and bought some small equipment for tying. I also got a couple used fly reels and rods off a friend that would fine for me. Look for some used stuff or even some low level cheap equipment to get started, no need starting out with the expensive stuff.