I want to start out by talking to any Christian folks who still have reservations about games like D&D. Don't be stupid ! Most of these games are 100% about heroics and good defeating evil. Also gaming is sort of like the internet, there are dangerous places but knowing what your kids are doing will prevent any wrong turns. Also if you take something like World of Warcraft into account that is actually far worse than table top gaming. Have you seen the chat that occurs on those games or heard the Ventrillo guild speak coming over your kids head phones. I am on those games I know, I swear like a sailor and am very creative chat filters are powerless against me.
Lets take all that against an evening of gaming. These game take place in someone's house where they can be monitored. The kids are home and not running around breaking into some abandoned novitiate or something. The content of the games is nearly always a group of wholesome adventures defeating a great evil. Really this is a parents wet dream!
Also looking at the cost of these things you can do a lot worse. You can get into role playing for the cost of a new video game. All you need is the core rule book, some weird looking dice and a pencil. This is about the same cost as a modern board game and will only get you started on a collectible card game. War gaming , role playing games most related hobby, can not even be considered without about a 100$ investment. The difference here is you have possibilities limited only by the imagination on this investment.
In Role playing on person serves as a storyteller/ referee, it is often this persons job to come up with the plot line of the game. Its up to them what can be imagined and played. There are often products you can buy that provide pre made stories ready for play but they are in no way needed for play. The best of these storytellers will not think of using one of these pre made products. You can even tailor games to certain types of play. Christian parents if you want no magic and want to focus on biblical battles you can certainly do this. If you want to play vikings or Samurai you can do this too, you often just have to find the right game.
So with you all convinced I am sure you are asking how do I do this. Well you are going to need a game and dice. Your best bet is going to be to look online through amazon or yelp for a local gaming store. Most of these places have game in the name so any results like Gator Games and Game Kastle are good. Those place have weird and smell people that can help you. Often these specialized game stores are only in large metro areas, you may need to look for hobby shops and call around. If you are unable to locate any stores let me help you with a couple of online options. Here is a nice cheap set of dice on amazon.
For the game I would recommend something from the Palladium company. Their games or simple and very easy to understand. They also offer a huge variety of genres you can play in. If you are thinking of fantasy like lord of the rings, then the Palladium Fantasy Role playing game is a great choice. If you are thinking of Sci fi give their Rifts product a try. Both products are simple, Dungeons and Dragons really isn't simple. It is easy to get a handle on if you go to one of the many in store games that are held. But if you are picking up a game for the first time, reading it and trying to run it, Palladium is a great choice for you.
Best of all they are running a special Christmas grab bag special right now. If you click here you will be taken to their store. In your wish list type in Fantasy Core Rulebook or Rifts Core Rulebook and put new to gaming in the notes and you should end up with loads or extras along with your purchase.