If you just want to have fun, then try the Parallax Propeller chip. The HYDRA game platform looks like a blast. There's a $100 C compiler for it now.
I started on BASIC stamps, moved up through SX chips and PICs into 8051s, then 68332s, various DSPs, FPGA soft processors, etc.
8051s are more useful in the real world... the things won't go away. There's TONS of derivatives and crazy stuff for them. (Just stay away from the DS80C400) The energy industry is absolutely full of them.
Start with something tiny. If you have external RAM and plenty of registers... what's the difference between that and a SBC?