Question about Learning to fly?

Something I always wanted to do is learn to pilot an aircraft. And one day
own one. I have even started flying model aircraft just to control the
flying itch. That's not working anymore. So I've been talking to the local
flying schools and have learned this is not a cheep hobby. I have the G.I.
bill to use toward the cost, however it doesn't help until I receive the
private pilots certification. So I guess my questions is, is it worth the
expense? If you don't own a aircraft, what do you do? And finally, how would
you recommend someone on how to start out (with DVD's and such)?

Thanks,

Dwayne