I'm in a similar situation. I've never used a fountain pen before, and I think I'd like to start. I've looked a Parker and a Waterman. I'm not sure what weight of a line I would like the pen to produce. I currently use a Zebra F-402, and I like the line weight of most zebra pens, but would not want to go any thicker. Thoughts gentlemen?
Furthermore, I've heard some bad things about parker, but it does have a Royal Warrant, so it can't be total crap, can it?
If you really need an inexpensive fine line, I would highly recommend a Hero pen. I own about 20 of them and they are (almost) all very good pens. Currently I carry a Hero knockoff of a Parker 51. However, this one has some really awesome chinese artwork in it. This pen currently has Noodler's Bernanke Blue because I need to scribble quick tiny notes in a Moleskine daily planner. Check out hisnibs.com for Hero pens, or maybe Ebay (where I bought mine).
I also very much appreciate my Aurora Ipsilon, but it is a bit pricy to be called inexpensive ($50 maybe? Haven't checked lately).
One other really fun option is to find an Esterbrook (antique pen) and the appropriate nib. Esterbrook nibs are exchangeable and you can get some really neat nibs. Some of them are incredibly fine. Esterbrooks are amazingly durable; sometimes you can just pick up an old one (70 years old now), clean it, rinse the nib and bladder with water, and it will just work right away! Very cool pens. And Esterbrooks, because there are so many of them (and that, because they are so durable), you can find them at very reasonable prices (not as cheap as a Hero, though).
I suppose I should stop now. :)