If you already have a computer, software will be cheaper to get you into boxing then a hardware option.
Keyclone is $20 which isn't that much, and its a very nice program; there are other options but I highly recommend Keyclone if you're going the software route.

Most of the better pvp players have gone hardware, but both hardware and software are options for all aspects of play.
If you're not sure if you'd like boxing or not, I'd start off with software unless you have multiple (2+) computers available already.