To keep your head from exploding, I recommend a 403(b) and index funds.
1. It's automatic through payroll deduction, so you have to do nothing except fill out a couple of pieces of easy paperwork to get started. You'll be paying yourself first, which feels good, and because of tax deferrals, the $1 you put in doesn't cost you $1 out of your take home pay.
2. You don't need to know anything about trading. An index fund is already diversified more than you could do one your own.
3. It's cheap. You can find low/no-fee and low expense ratio options out there, so you don't have to worry about starting your returns in a hole or having a lot of drag on your portfolio.
You need to start some place, and you need to start someplace that six months, or 12 months, or 18 months from now you're not going to throw up your arms and give up because it's too much of a hassle. (Let's face it, if it were easy, you'd have done it 15 years ago, right?!) You have to find an easy way to make this a habit, a part of your regular life style.
I'm lazy, not an expert, and don't want to spend a whole lot of time researching individual stocks or sweating over different strategies--so we could be brothers!
I started my 403(b) about 6 years ago and haven't looked back. I started by matching my pension plan contributions, then slowly added more and more every 6 months or so, so now I'm putting 2x as much into my 403(b) as into my pension program. By increasing my contributions slowly, I taught myself that I could live without that money that was 'missing' from each paycheck. And and as my salary went up, I would bump up my contribution--in effect deferring my raise but paying myself first by taking out money that I would never miss.
In case your wondering, after a lot of research, I went with Fidelity for my 403(b), mostly so that I could put my money into their Spartan US Equity Index, which tracks the S&P500 and has an ultra-low 0.1%. I started there and have branched out into some of their other funds.
Good luck to you!