I am in the same boat, or ship as you.
The camera body you buy is the cheap part of getting a good "cheap sports photography set up".
The money, as I am finding out is in the lenses. What kind of photos do you want to take?
Re: Need some guidance...
For those looking to buy gear, if you want good gear at a low price consider bying something like a used Canon 1D. They are becoming more available as pro shooters change over to the Mark II.
This is a good way to get your feet wet with much lower cost.
JS