Coreybien,
I was in the same spot as you a couple years ago. I had fired a gun before but my practice with shooting was very limited. I have friends that hunt and one of them hunts bear up north, so I wanted to get a rifle that was "big enough" should the need arise. 2 years later, I have not even been out to shoot deer yet.
I got a Rem 700 Bolt Action .30-06, put about 60 rounds through it at the range, then put it in its case and it sat for a year before I fired it again. Now I am comfortable shooting it. I think the hype made the muzzle blast seem like a lot more than it actually is, but I have a bipod for it now as well and I actually like shooting it. Meanwhile when I'm home I burn ammo thru my ruger 10/22 like it's going out of style and it's my "learning" gun nowadays.
If your 870 is a 12ga and you are comfortable shooting it, you shouldn't have any trouble with a 30-06. My neighbors wingmaster will kick my butt all day long but my 30-06 actually feels very comfortable to me now. Like I said, I think a lot of my flinch was the hype.
Like the others, I would reccomend the .22 for starting off, having learned the hard way, but if you are anything like me nobody will convince you to go that route. You may want to look into a .243 or a .270. The .270 shoots pretty flat from what I hear and would be great to 300yrds. Should be suitable for hunting too, though anything bigger than deer sized game and you will get mixed opinions about it at best.
I would say, think realistically about how long it will be until you plan a hunting trip. Think realistically that 30 cal bullets are about a dollar a piece, while .22 ammo costs nothing to practice with, even at todays bullet prices. As you modify your .22, if you get a really good scope, then you can hot-swap it to the 30 cal later on, so in reality, the .22 isn't going to cost you that much. Look at it like this...
Ruger 10/22 or Marlin 60 - around 200 bucks
Rem 700 30cal - around 250-300 bucks
Optics will hot swap and you can get good rings and such, you may need to install a rail on either depending on where you buy. Here is a list of the swappable accessories that are pretty much a necessity for gun ownership.
Case - 20-50 bucks, get a good one that's too big, and your set when you get your hunting gun.
Optics - Look at spending between 300-600 dollars at least. Makes the price of the rifle look small doesn't it?
Leopold rings - 20 bucks
Cleaning kit and equipment - 100 bucks, we'll say
point, you are going to spend about 800 bucks on accessories for either gun (assuming that you are starting with a good scope). So when it comes time to go hunting will the relatively low price of a rem 700 make that much difference. Another thing to consider...
1000 rounds through a 22 - 40-100 bucks
1000 rounds through a 30cal rifle - 1000-2000 bucks
I know you aren't going to buy the 22, but at least let the idea float and think about how much you will be practicing and when you plan on hunting. Earliest probably next season, right?