I think Adobe Premier and Sony Vegas are the two main contenders, and the two best pieces of editing software out there.
I've used both of them, and use Vegas these days (not sure how Premier has advanced since I last used it) and would probably recommend that you jump straight into that instead of Movie Maker (I don't think Movie Maker will teach you enough to make using Vegas easy at first). The best to learn a program I've found is not trawling through help files at the first sign of a problem, go around pressing all the buttons for yourself and see what button does what.
Vegas 7 beta (6?) trial:
http://www.softpedia.com/get/Multime...NY-Vegas.shtml
Abobe Premier trial:
http://www.adobe.com/go/trypremiere_pro
Adobe After Effects (not an actual editor, but for all those really flashy effects, not recommended until you have a good level of editing experience):
http://www.adobe.com/go/tryafter_effects_pro
Hope that helps to give you a footing. =D