In reply to swifty:
Different people prefer different approaches. There is little information on your profile to help give a more informed response so here are some thoughts:
1) Assuming you have experience in trad. multipitch climbing and winter hill walking experience plus suitable equipment for winter routes then the cheap ( but potentially more hazardous ) approach is to teach yourself. There are excellent books and videos that can help. However, don't underestimate the extra skills involved. Winter navigation, judging snow and ice conditions, avalanche awareness and avoidance, snow and ice protection techniques etc. It is quite possible to develop skills on walking routes and through 'ice bouldering' - routes with very short sections and good flat bases / tops. Many people started / start like this - not the fastest approach.
2) Join a club and learn with like minded people. Still very cheap with the added advantage, hopefully, of having people with expertise around to show you the ropes and pick up skills more rapidly.
3) Join a course, for example PYB, Glenmore Lodge or Jagged Globe up in Scotland or European ice. More expensive but a much safer way to start, much of the kit is provided and is also likely to lead to very fast development. By the end of most courses you should feel ready to lead your own routes. Another alternative could include some workshops at an ice climbing wall such as at Kinlochleven - bear in mind that whilst this will help for pure ice climbing it won't help with all the other skills required.
4) Hire an MIC or a guide, by yourself or with a friend to split costs, for a fully personalised approach. More expensive but likely to lead to even faster development of knowledge, skills and confidence as it will be fully adapted to your needs.
You need to weight up the relative costs, risks, what would suit the way you think you learn best and the amount of time you have to spare for yourself I'm afraid - nobody can really answer those questions for you. Have fun, it's awesome!!