Getting started making independant films can be a daunting process, but it's not as difficult these days depending on your goals. While your odds of becoming the next Spielburg are slim, you can find distribution and make some money at it. So where do you start? Check around your local area for film groups or clubs, as this is the easiest way to find like minded people. Chances are you'll make some connections since film making has become a popular hobby for a lot of people. Bear in mind there are equipment expenses to consider, and this doesn't come cheap. An entry level 3CCD camera will typically run you about $1,000, so unless you've got the coin to spare you'll need to make some friends who already have them. Lighting and sound cost money too, but there are several ways to cut some corners here. Simple photography reflectors can do wonders for your lighting problems and they won't rip a hole in your wallet. Even if you can afford to kit yourself out, you still can't do this alone. You will need help to get your projects completed. Remember that making independant films requires collaboration with other talented parties.
So you have your "crew" and you're ready to go. Remember to shoot what you know, and stay away from vanity projects. It's not about what you like, it's what you can sell. Vanity projects have been career-killers for A list talent, so it's never a good idea for the novice. Don't forget to look at your market as well. These days horror films are selling in the independant circles, but this also means the genre is heavily saturated. Documentary films see less competition as a general rule, but there's less money on the distribution side unless your name is Ken Burns or Michael Moore. When you start making films you'll need to be flexible and keep your story moving forward. Things can change on you overnight. We landed a great location a couple years ago and showed up for the shoot only to find the roof was torn off the building by a tornado the day before. The point is these things happen, and you need to be prepared with a plan B to keep you going. That said, you also need to be realistic in your expectations. Every director wants their hero or villain to arrive on a Lear Jet, but these things cost thousands of dollars per hour when a walk through the airport will suffice for a $35 fee and some paperwork. Basing your entire plot around a flight on the Concorde isn't such a hot idea anymore since they haven't flown in years and were horrendously expensive when they did. Keep it within your budget and most importantly, within your reach.
Keep in mind that statistically 90% of would-be film makers never finish their first film. Seriously, if you've made it that far then you're ready to attack obstacle number 2, distribution. This involves shopping your film and screening at and attending film festivals. It's a mixed bag of nuts and there's a lot of rejection out there, but you only need that one deal to make it work. Don't be afraid to "kill your baby" if neccessary, meaning your favorite scene may need to get cut to make the sale. Flexibility pays off here as well. Don't start to major in minor things, this could be the difference between your status as a "starving artist" or a film maker who gets paid for their work. Believe me, in the end the latter is much more satisfying.