I don't think I'd recommend a cheapo line, even for practice. They can be a royal pain in the rear even for an experienced caster. A "good" line is only $45 and can potentially last you a couple seasons. You can learn how to cast just fine on a cheap rod, but if your line is coiling up and sinking when it's supposed to be floating, you're not going to have a very good time. If you get a decent double taper line, you can reverse it after mangling one end on your lawn.

I never set foot in real "fly shops" unless I have no choice. I prefer regular sporting good stores with fly fishing sections. Prices aren't as insane and sometimes the employees are less pretentious. Anyhow, if you buy a line from a sporting goods store or fly shop, you can probably get them to spin your reel up with backing, attach the line, and perhaps even knot up your first leader for you at no extra charge.