definitely a good idea to go na first. My first car was a toyota celica(gay i know but hey it was my training wheels), Then a mx6(bit more power still gay), followed by a R32 GTST(lots of fun and gave me a feel but wasnt the most responsive to mods) and now a series 2 R33(still alot of fun, doesnt handle as well as the 32 but is more powerful and responsive to mods).
If you're not in the position to afford a turbo or haven't had much experience or just simply like the way na's drive, i strongly suggest buying a na.