I attended a 10-day Vipassana course (http://www.dhamma.org/). In my opinion, this is the easiest type of meditation to start with. There are sites for these 10-day course pretty much everywhere around the world. The course runs on a donation basis: you are fed and housed for free during the duration of the course and at the end you choose whether to donate or not.

I met a lot of very nice people in my course. Some were new (like myself) but some were experienced veterans (a couple of guys had been practicing for over 15 years) and everyone seemed so happy. The course is very difficult, both physically (you need to sit on the floor for at least 9 hours a day, and believe me you will only realize just how bad/painful this can be once you do it) and mentally (you are not allowed to talk at all during the duration of the course). But it was all more than worth it at the end.

During the actual course I became more at peace with myself and gained some important insights on my personality and some of the roots of my misery. There's a lot of philosophy behind the actual technique but the basic idea is that you are taught to be indifferent to sub-conscious sensations of 'good' and 'bad'. By no reacting to 'good' sensations, you limit your craving and hence your misery. Similarly, if you do not react to 'bad' sensations you can keep your cool, not get distracted and just be happier.

I am definitely very happy I was exposed to this technique at a young stage of my life. Even though I haven't been practicing since I took the course I am determined to make Vipassana a part of my every day life.