I'm finishing up my final project for university (which is FPGA based), and I'm stuck with the supplied tools, so I can't really compare different vendors.
All the FPGA tools are closed-source though, and the free versions treat you as a criminal. I'm using Quartus II Web Edition. Altera finally came out with a Linux version, which is nice of them, but the list of annoyances is long:
1. Incremental compilation is disabled. You'll wait at least 5 minutes to try each change.
2. The signal analyzer is disabled. Debugging is a pain.
3. The source code for the supplied Altera components is encrypted.
4. Your design is on a timer, and stops working 1 hour after being programmed into the board. There goes that hobby project.
This is for the trial version, which I supposedly would use to learn. Yet they make learning about as painful as possible. I simply don't have 3 grand for the full version of Quartus.
I can't comment on Xilinx or Lattice, but I suspect the story is similar. FPGAs are hostile to hobbyists.
Oh yeah, boards :) Get a full-featured dev board. Sparkfun has simple breakout boards, but you have to add your own power, clock source and flash for storing the FPGA config, at least, before you can do any work.