I used to shoot a LOT of clays, 20-25k a year, not so much recently due to Family issues and a massive cut in income
Also use to shoot rifles from .22LR through 7.62mm and .308 at target and vermin.
It is very enjoyable, safe and I have made a lot of great friends whilst shooting and refereeing on the circuit.
You can get started very cheaply; however make sure you have lessons with a Coach who will help you find a gun that suits you. The most important thing is that the gun fits you. You will shoot better with a sub £200 gun that fits you than with a £10k gun that doesn't!
Shotgun cartridges vary widely in price but you can pick up decent cartridges for well less than £200 a thousand for clays.
Have a look at
www.cpsa.co.uk who are the UK governing body and you will find local clubs and coaches on there to get you started. Once you start you will get chatting to people and find smaller grounds that operate once a fortnight or monthly.
Main thing you need to get started are lessons to see if you like it; if you do, which i'm sure you will
you then look at the next steps:
Apply for your Shotgun Certificate £60
Get a gun cabinet and install it £130+ Go for a 3 or 5 gun cabinet as you will end up with more than 1 gun
Join the CPSA for insurance etc.
Get some decent glasses & hearing protection.
Once your SGC is granted you can go out and shoot without being accompanied at a ground.
Once you progress you will upgrade bits, glasses, hearing protection, shooting bag etc. I started with a £125 Baikal 28" O\U which I no longer have but my main Competition Guns are Beretta AL391 Semi Auto's which have been fitted to me.
Good luck and enjoy!
If you need any help locating a ground or Coach local to you PM me as I know quite a few APSI and CPSA Coaches and Instructors who will no doubt know someone near you
Cheers,
Jon.