Inlines are more efficient for hunting and long range shooting. But saboted bullets are much more expensive and loading is more tedious than when only shooting patched round balls. Plus inlines usually require larger powder charges, have much more recoil and get dirtier faster.
Saboted bullets cost about .50 cents each without powder & 209 primer, while roundballs cost about .10 cents each plus a cap, .03 cent patch and only require about 1/2 the amount of powder.
For plinking and general mid-range target shooting, traditional side lock guns are a lot more fun and relaxing to load and shoot.
What kind of black powder shooting is it that interests you the most?
The next question would be how much do you want to spend?
Then it really comes down to particulars of how long of a barrel, wood or plastic stock, caliber etc...
Inlines are usually outfitted with a scope, but some sidelocks are factory drilled and tapped for mounting a scope too.
http://www.sportsmansguide.com/net/cb/cb.aspx?a=264881
This nickel barreled Traditions Deerhunter for $184.97 is a great starter gun for the price. I have one in .50 caliber and it will shoot patched round balls and saboted bullets to the same point of aim at 50 yards. It comes in a wood stocked version too, but the durable nickel finish won't easily rust, it's slicker and easier to clean. It also has adjustable fiber optic sights and is drill and tapped. Sure it has a plastic stock, but that's the trade off for being nickeled.
It's a fun & reliable shooting gun with patched round balls. Shoot 50-55 grains of powder all afternoon without swabbing the barrel until you get home.
But know this, you must clean your rifle after every shooting session without fail. That's the chore that we all have to endure for shooting black powder guns. It could take 30 - 60 minutes to do, but it must be done without fail.
Now if you want to spend more money, we can always help you find a more expensive rifle. But simple pleasures are often the best. Plus you will be needing about another $50 worth of additional accessories. So don't dive in too deep all at once. Start off slow and tell us what else there is that you need to know.