Find out what competitions are in your area, they are all fun. Check out the websites of the above posts and find a club in your area. In my area I have IDPA and Steel Challange, a bit of a drive and I shoot ISPC and ICORE. I have lived in areas where Bowling Pins and Silohettes were popular. Some areas Cowboy shooting is popular. Dont limit yourself to one competiton, the guns are expensive, get the most fun you can out of them.
Why not post what area you are in, and maybe some here will post whats available to you.