Are you familiar w/ bicycle mechanics or atleast mechanically inclined. if not thats ok, thats what your local bike shop is for. If you are comfortable turning your own wrenches then your most cost effective solution will be buying a used bike on either craigslist, ebay, or a garage sale. these are great ways to get started without dropping the big cash, especially if your not sure that your gonna stick w/it.
If you insist on new then bikesdirect is a very viable option for minimal cash.
a few things you should consider, what type of bike do you want, mountian? road? cross? hybrid?....
next important factor is how much do you want to spend?
third, what size bike frame fits you. you can check some online guides to get in the ballpark, or you can try some on for size at your lbs. 5'6 Id guess 52cm.

dont forget to save alittle cash for a helmet, bikebag, tools, pump, padded bike shorts, waterbottle, lock, pedals and shoes (if you decide to ride clipless)
It may seem overwhelming at first but once to dive in, youll catch on quickly. goodluck and welcome