Rally is a blast! Voleenter for a rally they will put you hands on front and center with what actually goes on during a rally. Also find a rallycross and race it. Its not the same as stage but still tons of fun and a great way to learn some car control on loose surfaces. If your ballsy enough look on specialstage.com for someone looking for a co driver. That will be the cheapest way to get into a car on stages. Some drivers will have you pay part of the cost of entry, some will let you ride for free. I recommend you get a little rally experence beforehand though. Your going to need to know what "R2+ opens 100" means.
They are right about be perpaired to walk away from whatever you car rally. There are cliffs, rocks, trees, and ditches. If you can't handle towing home whats left of a car after you hit, roll, or bounce off of any of these dont rally.
If your near California we have a pretty good championship going here with the california rallys series. In so cal we also have a very competitive rallycross series at Glen Helen raceway. Also as Kieth mentioned CRS school covers most of the basics of both stage rally and rallycross and offers a little bit of car control on a rallycross course. Its way cheaper than team oniel or dirtfish but it is more classroom and "what is rally?" that the other two.