I'll second this; it's a fantastic rush, and a good place to get started. However, you'll want to quickly graduate to HPDE's and other "big boy" forms of racing, once you've gotten your first fix. (Dare I suggest Rally? :)
Look to SCCA (http://www.scca.org/) and NASA (http://www.nasaproracing.com/) for events in your area (both autox and road racing). Also, be sure to look into local model-specific clubs (like BMWCCA, or Mini and Miata clubs); they often hold their own events, as their membership is large enough to sustain it, and are usually quite welcoming of folks of all makes and models at events (although you may find yourself in an "other" class of some kind).
Best of luck to you, but be warned: this is an expensive hobby. :)