[The Hippies Were Right]

I am 21, and I am coming into some money. I want to make a responsible investment into real estate instead of blowing it on random junk. What is the best outlet for me to research this. Should I get involved with a real estate agent, should I go straight to the bank? Or is there somewhere I can look into this online? I would like to try to avoid spending money on a third party to find a cheap house, so whats the best way to go about this?