I build them for fun all the time! Not into the hi power but am into mid power ( E,F ) series motors. My largest rocket is 4'5" tall and 3.5" dia. It will go to 2500 feet easy. The best way to start is , don't laugh , Estes rockets. Once you have figured out what works and how they work go to mid power. Unless you have enough clear field to recover a rocket that can approach 5,000 feet in altitude don't go beyond mid power. It is very painfull to send a 500 dollar rocket into the unknown. Hi power is expensive and must be done in a very controled enviroment. Mid power can be done in most 40 acre feilds, and only costs about 5 to 10 bucks a shot, Estes, low power, is done in a school yard and cost about 3 to 5 bucks for 3 motors. The estes rockets can get to 1500 feet in altitude if you are good at it.
So back to your Question where to start?? Easy go to Kmart/wallmart or your local hobby store and get an estes starter kit. Once you have mastered them and want to move into fields of 40 acres minimum go the the web and look up "aerotech". I recomend the Mustang with an f-25 12 w motor. Itw ill reach 3500 feet easy and puts on quite a show....pat