Where are you located? Here's a map with most of the practical shooting matches, (IDPA, USPSA, 3-Gun, Steel Challenge, etc)
Texas Ranges with Practical Shooting CompetitionsIf you or anyone else is close to Houston and wants to shoot let me know, I just finished my own personal range near Waller and will be out there practicing most weekends from here on out when I'm not at a major match.
I'd start with an IDPA or USPSA match just due to simplicity. 3-Gun matches are run very similar but the difficulty level is higher so as a first time shooter I'd start with a pistol only match.
For USPSA or IDPA match show up with a handgun, (unloaded in a case), magazines (min. 3 IDPA, 4 USPSA), magazine pouches, ammo (min. 100 for an IDPA match, 200 USPSA, you probably won't shoot that much but it's better to have extra than run out), eye protection, ear protection, and if IDPA bring some type of vest or loose fitting jacket/shirt for concealment. Show up to the match 30 minutes or so early, figure out who is in charge and let them know it is your first match. From there they should tell you everything you need to know. Most clubs are very new shooter friendly.
Check out some videos on Youtube first to get an idea what to expect as far as stages go.
[This message has been edited by lexofer (edited 2/6/2013 3:53p).]