External flash for Nikon d5000?

I have a d5000 and really want to learn more about lighting. I would like to get an external flash, preferably from nikon. I have never used off-camera lighting before.
Does anyone have any suggestions for what flash I should get that is reasonably priced, would work well for a beginner, but would also give me room to learn?
And also, if there's anything else that I would probably want to use with my flash (like I said, I've never used external lighting before, so I have no idea what I might need), any suggestions?

Best thing would be before adding another $400 to your camera you should buy a nikon d90 and then use cheap slave flash as wireless

@Ocvavium: Why do you suggest to upgrade to a D90 in a question about off camera flash if then the next recommendation is to use some cheap slave flash? The D90 does not offer any benefit over the D5000 when doing so, unless one buys expensive Nikon flashes that support CLS.

Anyway, i'd advise against Nikon speedlights. They are just too expensive for what they do. Get far cheaper Yongnuo flashes - e.g. The YN560 can be triggered off camera in optical slave mode with your camera's popup flash (e.g.set to minimum power so it doesn't affect the photo).It does not support TTL on the camera though.

There are other Yongnuo flashes that do support TTL on the camera but don't have optical slave modes, and one which does both but is quite weak in terms of light output.

You could also get the one that supports TTL and combine it with RF602 radio triggers - outdoors that is more reliable than optical triggering anyway.

Suggested reading: http://strobist.blogspot.com/2006/03/lighting-101.html

Since your d5000 can't control nikon flashes wirelessly you may just as well buy something cheaper (nissin for example) and a simple set of radio triggers.