Let me tell you this. I to was one of those that went from a coaxial helicopter (original Blade CX w/ FM radio that I bought in about October or November 2006 just before the CX2 came out) to a CP (Original AXE CP back in December of 2006). At the time, I had no simulator experience. My first flight on the CP was a disaster. Less than 10 seconds in the air and she rolled over and crashed. Parts were an issue at the time because it was a brand new model that had just come out. As a result, I was only able to try 2-3 times before I had to leave for a year (January 2007). Each time I had it up, it lasted less than 30 seconds before it crashed. While I was gone, I ordered the RealFlight G3.5 simulator and a Venom Night Ranger II (VNRII) fixed pitch helicopter. After several hours on the simulator, I was able to get the VNRII in the air with some success, but the wind conditions were too strong where I was at and I had nowhere indoors to fly it. I ended up crashing it and never getting it fixed. I stuck with the simulator for the rest of my year. On my return (January-March timeframe 2008), I went to upgrade the AXE CP to make it fly better. However, when I started talking to the hobby shop owner, he made me see that for what I was about to drop into my CP (and what I had already dropped into it), I should just get a decent 400-450 size heli with a belt driven tail. Even though I had a Spektrum DX7 radio, I bought the Ready to Fly version of the e-Flite Blade 400 (RTF) and sold the radio (they didn't have the Plug-n-Play version in stock). I didn't have much local assistance in learning to fly it or get it set up properly. I had to rely on advice from the hobby shop and the good folks here on RCU. I hovered it successfully on the first pack (a little wobbly and drifty, but got it back on the ground at the end of the pack successfully without crashing). There were times when I crashed and didn't get to fly for a couple of weeks, then I started flying planes in June of 2008. While learning to fly the planes (at a club with an instructor), I didn't fly my helicopters much, if any, until about October 2008. I picked it back up hot and heavy. I got to a point where I could do slow forward circles with the 400, then I picked up a major garage find by November 2008. It was a .30 size nitro Hirobo Shuttle ZXX. It was crashed, but had all the expensive stuff there (servos, gyro, engine, and most of the helicopter with some spare parts). I picked it up for $100 and had it flying for less than $150. It took me a bit over a month to get up and going, but it flies very stable and I'm only just hovering it for the moment while I get used to it (less than 10 flights on it and still trying to work out little "bugs"). A very frustrating path. If I had gotten better advice from the get go (didn't get any from RCU members then), it wouldn't have taken me so long and so much money to get to the basic flying stage that I'm currently at.

Through all of that, I couldn't begin to fathom the amount of money I spent trying to get to this point. Going from where you're at, I would recommend getting a good simulator and fly it for several hours (to the point where you can confortably perform stable hovers in all orientations and forward flight. Some inverted practice doesn't hurt either once you can perform those tasks) before attempting to fly something more complex. Once you're comfortable flying on the sim, get the 400-450 class heli. The Blade 400 is a good choice. It's cheap to fix, and you don't have to upgrade right away. Servos are really the only thing that would be a beneficial upgrade when you first start flying. However, when you strip servos (and you will), you can replace just the gears for under $3 per servo. If you're willing to spend a little more, you can get a T-Rex 450 (as has been recommended in other replies) and put whatever gear you want in it from the get go. A good 400-450 class heli is worth the money. It'll get you further, faster, and with less frustration than a smaller heli.

I'm sure you'll make the right choice for you.

Happy flying.