I know I'm a little late on this conversation but bonsai is something that I am very fond of and have about 10 trees. Best plants for a beginer I have found (through my own trial and error) are Junipers & cotoneaster. Both are very hardy plants and do well in most outdoor enviornments...do not grow bonsai indoors unless you have a grow room. The junipers are fun because you will get to learn to wire them and how to pinch new growth and they tend to have more the "traditional" look. The cotoneaster is fun because it will grow pretty fast and you get to learn how to shape a tree through pruning new growth rather than using wire.
My BIGGEST PIECE OF ADVICE.... find a nursery that sells bonsai stock. These are young plants that have been trained to one day become bonsai, not to be confused with trees/ plants that are already shaped and potted. They will already have bends and great begining curves in the trunk which is very hard to do if you start with an already mature tree that you would find in you normal local nursery.
Lastly go check out
http://bonsai4me.com/ probably the easiest and most informative website I have found on just about every subject of bonsai from beginning techs to advanced techs. Also YouTube "Ryan Neil" by far the least boring person to listen to and watch about the subject....because there are a lot of painfully boring bonsai video's out there.