just buy the cheapest sharp saw you can find while you experiment with the rest of the steps.
That sure is one way to do it, but one that I would strongly advise against. Get the best saw you can afford and where possible get someone who has had reasonably good experience in dovetails to show you the steps or take a class. That is the most effective way of learning. Yes, the Veritas dovetail saw is more than good enough (get the 14tpi rip if you can't afford to have the cross cut as well).
In dovetail work, the saws are more important than the chisels (cheap chisels are ok as long as they are sharp). If you saw well, you don't need much chisel work, but not the other way round. Your sawing skill is most critical and far more important than your chiseling techniques. Don't start with the premise that you can cover your poor sawing skills with a chisel -- that would be painfully ineffective, time-wasting and unproductive. Better start on the right foot and get your sawing skills up to speed first.
In fact, my recommendation is that don't even try dovetailing until you've acquired the basic sawing skills -- cutting plumb and square, at the very least. Unless frustrations don't bother you and you have a fire wood bin to fill.
Simon