Firstly, well done on choosing a snake in the right way! People often ask 'what's the best first snake' or 'what's the best first elapid' and get a bunch of other people's preferences, and go buy something which suits someone else rather than themself. The best snake for you is the one you love most, or the one which will help you learn what you need to get the one you love most.
Building an enclosure is a bit daunting for many people. It's a great way to save money if you're good with tools or keen to learn (I started building my own as a young fella and it was a brilliant way to teach myself some practical skills), but many people these days just don't want to get their hands dirty or fingernails broken, even a lot of men! Enclosure design is also important, and a lot of newbies don't understand it yet (actually, plenty of long time keepers don't even have a clue and put air vents, thermostats and heat sources in completely wrong places). It's certainly a good project if you're up to the task. If in doubt about design you can always copy a good enclosure you've seen or ask for advice.
Black-headeds can make good first snakes for some people. You just need to understand their feeding response and the safety issues with a large snake. I'd suggest going for a hatchling, partly to grow your experience as the snake grows in size, but partly because personally, even as a veteran keeper, I find it much more rewarding and meaningful to grow a snake from a hatchling or newborn and grow it into an adult myself, rather than just suddenly having an adult without having any personal knowledge of or connection to its youth. In my decades of keeping snakes, I've very rarely obtained snakes older than six months old, and I don't think I've ever kept one longer than it took me to get babies out of it and sell it. I guess it's a bit like the difference between raising a child and adopting one as a teenager. That side of it is just a personal thing though.
As for feeding, unless you're looking at keeping large numbers, no Australian snake is expensive to feed, especially any python. As adults they only need to feed a few times per year. I used to feed large adult pythons an average of no more than 10 times per year, I had a very large female carpet over 9' long which only fed 5-6 times per year and produced eggs nearly every season.
Have fun!