Well NX, it depends on what you like to do.
Wargames tend to be more of an investment of time and money - there is buying or making the terrain, acquiring the figurines to represent your army, painting, and then two or three hours to play out a battle. Creating a balanced army takes time and effort, or a bit of research to create a historically accurate one. I have heard of someone trying to recreate the entire battle of Kursk - which amounts to over 2500 aircraft and 3000 tanks, and 1.5 million infantry if I recall the right numbers (presumably not on a 1:1 scale for the infantry.) This is of course, someone going to the extreme, and there are games where you only have half a dozen models per side as well.
On the positive side, some people really do like the modeling aspect. I would also argue its a bit more of a left brained pursuit, requiring logic and a grasp of tactics.
A free site to acquire games is:
However, I would warn you that there is over 1000 games on that site, and many of them are not for beginners. This is really one of those hobbies where you need to find a local club or friend who has it to get a feel for the game before you can jump right in.
Here's a short list of free games I have played: The first is a game called FAD-II, which handles skirmish level (about 10 soldiers a side) land battles. Second is Full Thrust, which replicates small fleets of spaceships. Next is Final Round, a world war two game on roughly platoon scale. Finally, there is Mobile Suit in Action, which is one man's attempt to recreate the battles from the Mobile Suit Gundam Anime (Limited to the first three, 0079, 0080, and 0083 if that means anything to you) If you don't know Gundam, check out , and keep in mind its 60 foot tall humanoid robots.
Role-playing is a bit more right brained, and needs at least two or three others involved. (One can try to work a war game alone, but its not too easy.) It takes a bit of time as well, 2-3 hours to play a session, and these are often strung together to tell a larger story.
Personally, I’m a role-player because its cheaper to buy one book and some dice, than one book, some dice, paint, terrain, and a few dozen models (Wargaming: combines the best aspects of model trains and killing people in large numbers!) but on the other hand, I will put masking tape on bottle caps, use coffe mugs and building blocks for terrain, and play out the occasional battle as well. I also happen to like a game called Ogre involving a super tank, which you can probably order on line from Steve Jackson Games. ()
I would recommend checking out to see reviews of some possible RPGS (not too many of them are free though) and checking out for another source of downloadable PDF games (though they are not free like those on 1km1kt.net!)
This all may be a bit daunting, but these are still worthwhile hobbies. There are some people on this site who have been playing these games since 1977 or before. I only started about 8 years ago but after the first two or three times its second nature really. Don't worry too much about the rules, just sit down with friends, and begin narrating, then stop, and ask what they would do in the given situation. Its writing a movie where your friends are the stars and have full input.
Good Luck