My favorite Talmud web site is: http://www.come-and-hear.com/talmud/index.html
Printed copies are VERY expensive; for example, the Soncino Talmud is comprised of 27 volumes and costs about $755.
HOWEVER -- unless you have an excellent understanding of the OT, particularly the Mosaic law and the writings of the prophets, you will be completely unable to understand the Talmud. Even if you have this background, it's still a very difficult text to comprehend. Before you tackle the Talmud, go to a library and check out any book you can find that deals with Talmudic interpretation. Assuming you have the proper Scriptural background, you should be ready to read some of the easier tract ates after seriously studying these books.
Some people choose to take classes, but most are not free (some are, though). If you're interested in that option, call your nearest Synagogue or Jewish school and ask for information on local classes (be sure to specify that you're a gentile; some Rabbis will not teach the Talmud to non-Jews).
EDIT: LadiSuri, with all due respect to you, you are incorrect. The link I gave above is the on-line version of the Soncino Talmud, considered to be the greatest translation ever made. I'm not sure what you base your assertion on, other than unsupported anti-Christian sentiments.
You wouldn't go to a Jew for a good translation of the Hadith, would you?
Why in the world would you go to a Xian for a translation of the Talmud???
The reality is that there exists no great translation on line. The Talmud is so huge that it really hasn't been translated well enough to be used on line--besides, only people educated for many years in Jewish law and ethics and the ways of the rabbis of old would be able to decipher it. Picture trying to find Atlantis without a map. That's someone trying to navigate through the Talmud without first being versed in Jewish law, Jewish or not.
There is no Jewish "Gideon Society" like the Christian group, which is kind of funny, considering that Gideon was a Jew.
Probably the most widely-used pubis her in the English-speaking Torah world is Artscroll (WNW.artscroll.com).
Their translation of the Talmud is probably one of the most reliable, easily accessible out there. The texts won't come with a concordance, but footnotes and explanations abound.
That said, judging by your question, it's pretty clear that you yourself are not Jewish, so, why bother with the Talmud? The Oral Torah (as partially codified in the Talmud) serves to elucidate the Written Torah (i.e. the first five books of the Bible), but in a way that's uniquely Jewish. Many subsequent religions have taken our scriptures and called them their own, but we always had our oral tradition, which nobody has tried to steal, to keep Judaism Jewish. That being said, the Talmud's teachings are aimed at the Jews in particular. So why immerse yourself in the study of the laws of the Sabbath, karatUTdietary rules), and Jewish holidays that don't really hold any significance to you?
If you're a Christian, you no doubt hold that Jesus' coming signified "freedom from the Law," the Law which condemns all those who transgress it to Hell (this was something Christianity introduced, but, whatever). The Talmud IS that Law, the Law which both Christians and Jews acknowledge as originally coming from G-d, but which Judaism cherishes, and Christianity scoffs as outmoded and unnecessary.
I guess what I'm saying is that your time could be better spent engaging in other pursuits. But if you insist on attempting to learn the Talmud (which really can't be done properly without a partner, or preferably, at least for an inexperienced student, a rabbi) in translation, the Artscroll would probably be your best bet. But to get beyond the most superficial gloss of the text, you'll still need to pick up some Hebrew and some ancient Aramaic. Not even Artscroll translates all the commentaries, and frankly, there's just no other way.
Torah (Written and Oral) is something that religious Jews dedicate their entire lives to - they engross themselves in the study of G-d's word day and night. It's not really something to dabble in. Chalk it up to the influence of idiots like Madonna and Britney Spears, this new phenomenon of people perverting Judaism's deepest esoteric teachings beyond recognition and turning them into some sort of fad. Okay, getting off my soapbox now.
So yeah, bottom line: The Talmud is really meant for Jews, or Jews-in-training (i.e. those in the process of converting). And I know the various churches teach that we are "Israel of the flesh," and you guys are "true" or "Spiritual Israel," but don't let that fool you. When I say Jews, I mean Jews, not Christians with identity crises. I hope you'll forgive my bluntness here, but trust me, I'm trying to do you a favor. If you have any further questions, please don't hesitate to contact me directly.