Hey Kyle!
Are you a student in Penn State too? Well I am.

For real espresso, there's one cafe that is really good. The name is Saint's Cafe. They have a Synesso, a high-end commercial espresso machine, 3 Mazzer grinders(Robur+Jolly+Mini?), a Ditting (also another high end grinder for brewed coffee), and they are serving Intelligentsia Black Cats and Metropolis Redline espresso, which are one of the big names for roasters in these forum. Also, they have the Clover machine that costs $11k when it first came out. Yes, I drool over their equipments every time I went there.

It's located beside Green Bowl if you know where's that. Google it if you're not sure.
For starter, maybe you should try their Cappuccino without sugar or if you dare, try their espresso. They pull their shots as triple ristrettos, so it's pretty intense as a straight shot for first timer, but stands out wonderfully in a milk drink. Try asking for Redline Espresso if you want to try straight shots. I prefer Redline over Black cat that they serve because the Black Cat is too bright(sour) for me when I first taste them. Some tips if this is your first time for real espresso: It might be an acquired taste(for me at least), the first sip is usually too strong to your liking, but the aftertaste(5 min later) is just so heavenly. It takes a while to really start enjoying the subtle tastes. I promise you, this will be a whole new experience and definition for coffee if you have only been tasting Starbucks before.

Brewed coffee equipments will set you back for much less. But if you tried their espresso and really like it, then be prepared to fork out at least $200 for decent espresso equipments. =P I started with Gaggia Carezza ($70 used) and Capresso Infinity ($83 new), that helped me find and confirm my love for espresso. Try to get used but good condition equipments to go the budget way. Just ask again for recommendation if you find that espresso is really your thing.
Also, you need fresh source of coffee. There's one roaster in town, W.C. Clarke's Fine Roasted Coffee. Their coffees are not bad for brew but I prefer online mail-order coffee for espresso. They tend to roast dark also. Try to choose the coffees that is not roasted that dark or oily (They have many to choose from), such as Guatemalan that I like for French Press. Dark roast tends to be bitter, unless you enjoy that. Also, if you want, we can share the cost of ordering coffee online in bulk (5lb or so) and save some bucks. Saint's cafe's coffee is like $16 per lb, WC Clarke $12.5 per lb, for online I can get $10 or so per lb(and taste better). Just freeze the extras in Mason jar and they stay fresh for many months.