If you want to go with ASL, get Starter Kit #1 and see if you like it. Buying the whole game outright can be fairly expensive. The starter kits are listed as being out of print, but you may be able to track them down somewhere. If you are dead-set on ASL, track down a rulebook (binder) on Ebay and give it a read before you shell out a lot of dough on the rest of the game.

ASL Starter Kits

If you are looking for a fun WWII game (since you mentioned ASL) that is easy to get into, I would recommend Memoir '44.

It is a hexgrid miniatures & card system. The basic kit comes with a board about the size of a Risk board, but I have played in large multi-player games on expansions that used a foldout map that was probably about 6'x4' in size, so it scales. It also has a lot of expansions. The basic kit comes with the board, miniatures, cards, etc.

Also, there is the "Command and Colors Ancients" system out there, which is pretty much a card deck for ancients using the same game system as Memoir '44. You'd need to supply your own hexgrid felt (Hotz Mats for example) and miniatures (Old Glory are reasonably priced, but come unpainted and unbased), but you could branch out into ancients pretty easily once you've learned Memoir '44.

EDIT: Saw your comment on ancients. Sorry bout that. I haven't done much Napoleonic gaming in general, so I can't really comment.