Check out my thread on Free and Legal PC Games before you start dropping $ on games
Once you are done there I highly recommend you check out online reviews before purchasing.
When you do decide to purchase these are some of the following retail places where you can get PC game on the cheap but of the highest quality:
Also many of these stores have coupons in the Sunday paper and/or with subscription to their respective newsletters.
SOMETIMES - Gamestop has deals too.
I would get a free STEAM account and take advantage of their deals.
Since you were use to consoles you may enjoy a Gamepad for your gaming needs. You can get gamepads for as low as $5.00 from Staples and Target for your PC.
Let us know how it goes.
Also you should post up your PC specs.
What OS you on?