Welcome to the board.
To be honest, if you already know what you're doing, and I assume you do, play money may actually help your game deteriorate. People will chase all the way and you may do the same which may equal future bad habits.
I would suggest dropping a $100 on a site with a good deposit bonus (or PP, can't go wrong). The online play is very weak on pretty much every site so just start out at the low limits where the play is extremely loose-weak and build up your bankroll a bit, collect your bonus, open a neteller account and start bonus whoring, ie move the money around to other sites (use links on this page) and continue to collect bonuses and even if you are break even on these sites, you'll be up the bonus amount.
After you've whored a few sites you should have a decent bankroll. Then it is really up to you what you want to do, move up, be satisfied with what you have made, or stay at the same limit.
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That's how I rolled.
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