Jkortje: Are you on a mac or a PC? Vegas won't run on the Mac, and Final Cut won't run on the PC. I started with Diva Videoshop (actually video tape and VCRs, but that's another conversation) - eventually this became Avid Digital... then onto Premiere, then onto Final Cut (I've dabbled with Avid as well). I prefer final cut's workflow and power over the others.
If you're so inclined and Macinated, Final Cut Express IS Final Cut Pro but without some of the higher end features and format support (geared toward consumer/prosumer cameras rather than professional formats or actual digitized film work)... it also comes with Soundtrack (not STPro) for doing higher end sound.
I own both, and moved from iMovie to FCE to FCS1 (which I'm still using). To get the more modern versions, you'll need to get an intel Mac to run... but FCE is a great and REALLY powerful program if you're using consumer level digital video.
Ultimately, it's what works for your particular... .um... modicum?