No problem continuing to learn on the nylon string, they are easier to play. But I hear you, the sound isn't the same.
There are a lot of choices and some in every price range. Go to your local Guitar Center (or whatever) and try a bunch of them. The difference you'll feel immediately is that the strings are harder to fret, and it hurts your fingers more. Further, a steel string with high action can be a LOT harder to play for an extended period of time. A more expensive guitar will tend to have lower action (but not always), and you also can get a guitar adjusted (i.e. action lowered).
So, play with a lot of guitars. Visit the store multiple times to try different guitars and play the likely candidates more than once. Read reviews of the ones you like, etc. In other words, REALLY take your time.
Materials are the primary determinant of cost.
You might end up getting a used guitar from someone. Still use a guitar store to get exposure to a lot of different models before you buy.
(Mine, bought in 2005 for a lot less than they cost now!:http://www.guitarcenter.com/Martin-Custom-D-Spruce-and-Rosewood-Acoustic-Guitar-Left-Handed-514697-i1148340.gc
Honestly, I had it adjusted after I bought it, at a very reputable place, and still ended up being a bit disappointed at the playing ease. It is not markedly easier than the $200 composite body that I bought first.)