The difficulty is immensely high, so going it alone. Good Luck. You're going to need some of those butterfly labs cards
(bout $2k)
There are a ton of sites for setting it up in windows, Updating your block chain, picking a miner, choosing a pool etc.
Or you can do it in linux.
In terms of set-up the general consensus is that AMD cards are far and away better for this. Cuda isn't really optimised for mining, in the same way that it is for other applications.
So I guess if you're going to do it outright, AMD cards are the way to go. (Again loads of sites will tell you which have the best hash rate etc.)
You might want to consider another crypto-currency though, as i'm thinking about going down a litecoin route, because the difficulty isn't as hard and with the hype around bitcoin, i'm sure something is going to happen sooner or later.
Like I say, once the price went past $500, people started making loads of guides on how to get this up and running. There's not really one clear one or another, because the miners will be slightly different, the settings for each pool differ (and the way in which you get paid for you efforts within differ)
Hope i've helped somewhat, if being somewhat vague ;p
Edit: Yes i have a feeling this is in the wrong section
