Without a doubt start with a trainer. If you really have your heart set on a jet go out and buy a prop jet. Start building it now, but take your time. But don't even attempt to fly it until you can fly the trainer nearly blindfolded. Then even a second transistion plane would help a lot.

BTW- Before I even flew for the first time I had a Gee Bee started. Definately not for the faint of heart. I let it go for about a year before I flew it, and I am glad I did. Not to mention I flew the pants off of my Stik and fun fly first.