In reply to HarmM:
I got into Alpinism through my university's climbing club, did a fortnight with some experienced folks and then just went for it on my lonesome. The Conville courses come highly recommended and will give you the skills you need to look after yourself.
I'd say there are two sides to Alpinism; the technical (rope work, crevasse rescue, etc etc which the Conville course, or heading out with experienced people will teach you) and the subjective (reading routes, reading mountains, reading weather patterns, etc) which comes from experience. The first is key, then you can build on the second by getting out there and doing it, progressing as you feel comfortable.
It's a long investment, but so so worth it.