I've wanted to fiddle with FPGAs for a while and when it looked like I'd need to learn how to use one for my PhD project, I invested in Avnet's very reasonably priced Spartan 3A Evaluation Kit. The tutorial it comes with makes some LEDs count out numbers and it was all pretty straightforward to get going under VMWare Fusion with a few caveats.
While the kit was reasonably priced (much cheaper than the Sparkfun equivalent, for instance), the shipping was not - Avnet only offered international courier options, which dwarfed the cost of the kit itself. I used the handy Shipito mail forwarding service, who routed the package via Sweden, or something. It took weeks to arrive, but that's the price you pay for being thrifty!
Out of the box, the PSoC firmware was too old for the AvProg utility. Some quick searching found a forum posting on installing the correct PSoC firmware. Fortunately this was relatively easy, though it took a few minutes. It's nice of Avnet to include the PSoC programmer cable too!
Programming the SPI flash failed under VMWare with 'Timed out: no PSoC echo in state 22/23' errors but worked fine on a real Windows machine. It's possible to adjust the timeouts, but bizarrely this is hidden in a debug menu. Double click the Avnet logo, go to Help, Debug Panel, enter the password 4212. I cranked up the maximum PSoC poll loop from 1000 to 2000 and this seemed to do the trick.
I wanted to get a couple more evaluation kits, but it now seems like they are no longer available! The Avnet pages are now broken links and the online shop reports zero stock. I've done some research to try to find something comparably priced and specced at Cheap FPGA Development Boards.