I just wanted to jump in and add my .02 worth.
There is soft and hard glass, but soft glass is a all you can work with using the single fuel torch like the Hothead and Fireworks torches. Hard glass, like borosilicate/pyrex, require a dual fuel torch with oxygen to melt them. I have not progressed to the hard glass yet....still fiddling with Moretti and Bullseye (brands of soft glass with different COE).
I took a class in February for around 60.00 that lasted 4 hours and was taught one on one. You do not have to have the equipment to enjoy this art form. Find a local bead or hot glass shop to take a class and then most will rent you torch time after completing a class. I used to pay 7.00 an hour for torch time and this included the use of the kiln (which makes your beads more permanent), all I had to do was bring my own glass. You can buy sample packs of soft glass COE 104 at Hobby Lobby for about 20.00 and if you have their coupons, even cheaper...or most shops sell it for about 1.00 - 1.50 a rod for the ordinary colors and a little more for the "oooh" and "ahhh" colors and effects.
I became so addicted to Lampworking that I was eventually not happy having to drive all the way to the studio to do it and did not want to use the single fuel set-up, so I just bought my studio last week. I have a dual fuel (oxygen and propane) torch called a National, a oxygen concentrator to product my oxygen from the air (lots safer and cheaper than tanked oxygen), BBQ grill propane tank, all the hoses and regulators, safety glasses, glass, and tools. It was a long process doing all the research and getting everything set up, but I am soooo happy now. The only thing I did not buy was a kiln, but I have somewhere local that will batch anneal my beads very reasonably.
Cindy Jenkins is very good, but I would also like to suggest Corrina's "Passing The Flame". It is awesome and reads almost like a cook book with step by step pictures!
Here is the forum that I participate in and get lots of help and entertainment from, www.lampworketc.com , they are an incredible group of people.