Tea from Taiwan has great teas, though someone new to oolongs may not be able to appreciate the quality difference for the price. Though if you don't mind the price then go for it
TeaCuppa.com is another good place to start.
I do generally try to get at least one or two teas in full quantity, however. It often takes a few tries to really get to what a tea has to offer. I tend to start a little conservatively with the amount of leaf and work my way up until I find just the right parameters, and unless it's a type of tea that I know well then it can take several tries. Even then there are still times that it's not until I get to the bottom of the bag/tin that I really figure it out, feeling that the tea is only 'okay' until then.
Samples are always a good idea, but I would just suggest getting at least one or two in 50g or more. Shops like JingTeaShop.com and FloatingLeaves.com (I'm sure there are others that I'm not thinking of at the moment) also sell 1oz samples, which can actually be a good compromise. Otherwise you can probably pick out something from the descriptions on a site with a good reputation, asking around on forums like this, and reading blogs and such. There will probably be a few "tuition" buys, more if you try to go cheap, and there will also be a few that seem sub-par just because they can be tricky to brew, but as long as you don't spend more than you can afford I don't think you'll have too many disappointments. Of course you can also always get brewing advice here on the forum, and trade off anything you just don't care for in the Tea Swap forum here