Where to start — and with which APL? There are several to choose from.
NARS2000 is an Open Source APL which is strongly suggested for looking into the language as such. It does not come with any OO-features, this is subject to the commercial implementation.
A+ is an APL originally developed by Arthur_Whitney for financial-markets applications at Morgan Stanley, an American investment bank, where it has been used since the mid-1980s, and subsequently released under GNU Public Licence at aplusdev.org. The BAA built a Windows version of A+, which you can download from the BAA A+ project.
are primarily used for commercial programming and run on a variety of PC and mainframe platforms; see SupportedPlatforms for details.
They are extensively documented but some offer little material to support new programmers. They are shipped with many features to assist working programmers and are excellent tools for general programming.
Visual APL is an object-oriented, Unicode-based APL implementation which is fully-integrated with Microsoft_Visual_Studio and produces truly managed code which fully inter-operates with any other .Net language, such as C# and VB.Net. An extensive collection of sample applications and detailed examples for VisualAPL are available at VisualAPL Forum
While licences for these implementations typically cost several hundred pounds/euros/dollars, some vendors (e.g. APL2000 [both APL+Win and VisualAPL], Dyalog, IBM and MicroAPL) offer licences for educational purposes either free or at large discount. MicroAPL and Soliton Associates offer free personal versions of (respectively) APLX and SHARP APL for Linux.
Pricing varies quite widely. For example, some APL vendors require you to purchase an annual developer licence; other vendors sell APL as a one-off transaction, and only charge for upgrades. In addition, some APL vendors charge a fee for a runtime licence (required when distributing your own applications written in APL); for other vendors the runtime licence is free. If price is important you are advised to shop around.
Other members of the APL family
J is Ken Iversons latest attempt to improve APL. J is certainly closely related to APL, but in the view of most people it is not an APL dialect. For details see the J wiki
Q is the latest APL from Arthur Whitney, tuned for fast execution and very large database queries. It sees most use in financial markets, where server licences sell for tens of thousands of dollars. Educational licences are available for teaching; contact KX Systems.
There are some excellent books available adressing the needs of beginners as well as advanced programmers. Look at BooksAndPublications for a list.