Spent a lot of time recently looking into this as my son's keen. The things are really noisy, especially the GHB. Might be an idea to bounce it off the family and neighbours first. Noise varies, depending on the type of pipes, and there are many.... And the cheap stuff doesn't play. You need to spend real money, not pick something up mail order, unless it's from a reputable maker/pipe dealer. Same goes for the practice chanters. And there are quite a few different fingering systems.
Nick, a practice chanter (with plastic double reed) is the starting tool and will be used as long as you play the pipes because it is a duplicate of the full sized chanter. Cost about $80.00 to $100.00. A full set of pipes around run about $1,200.00 starting price.
It would be good if you lived in an area that is away from other people. Not good if you live in an apartment or have a house that is real close to a neighbor. The Highland or War Pipes were, and still are made to carry long distances.
The chanter is very difficult to master due to the grace notes which may take about 1-2 years to play correctly depending on the amount of time you put into practice. Your fingers will not be on the holes like fingering a sax. The fingers are placed half way across the tone holes which take some time to get use to.
Too many "weekend pipers", as some call them, usually play out of tune and many do not use the grace notes which has helped to give the bagpipes a poor reputation in some cases. But I guess that goes with any instrument. Just depends on how advanced the individual wants to become.
A pro with a well tuned set of pipes makes a difference. But no matter how well they are played it is a sound that some people simply do not like.
Lastly, find a teacher. Do not try the self teach method.
You could learn using a an electronic chanter, cost about £180.
It can be played through its own little speaker or headphones.
There are examples of it being played on youtube.
The maker in Canada sells them through ebay and they are available in this country.
Enjoy it, piper's grip is easy, if a total idiot like me finds it easy, you'll have no trouble and remember there is a multi-instrumentalist who plays jazz on a GHP. The doublings and triplings don't make that much sense on a chanter for a woodwind player who can start and end notes at will but when you get a bag on the end or you are superb at circular breathing, it will.