You could read this article on Board Game Geek. It is a well written HeroScape Primer.
http://www.boardgamegeek.com/thread/90725
This article by Erik Arneson does a great job of helping decide how to approach HeroScape from a purchasing standpoint.
http://boardgames.about.com/od/heroscape/a/terrain.htm
Between the two articles you should be well armed with information to make the decisions you need to make.
Good luck and welcome to the community.