if ur from colo(judging by your name being breckshred) there are definitely lots of places to rally. i know colo has a rallycross series, and there is an awesome place called colorado offroad extreme, look up their website. they some kind of rally track with jumps and stuff. buy a RWD, not AWD or FWD, cheap tough, somewhat sporty car, and go beat the crap out of it there and in the colo rally cross. the RWD on dirt will teach you alot about car control.
if you want to race cars as a hobby, do whatever you want, if you want to make a living out of it, and become the best driver you can, dont do rally. circuit racing will make you a much better driver/racer, take a racing school somewhere, talk to the people and instructors there, they can point you in the right direction. you either have to be very rich, or be good at getting sponsors to make it very far. but there are indy car/f1 drivers that have made it with very little to none of their own money.