When I started learning to play the guitar, I bought the best one I could afford; they are easier to play, have a much better sound than a "starter" model, and they will maintiin their selling price should you decide to sell it down the road.
I would encourage you to do the same with a MZ gun. If all you can afford is one of the "entry level" guns, then get one. But if you can afford a better one, you'll never regret spending the extra money; you'll have a better quality gun and can sell it for about as much as you paid for it if you decide to do that.
What you first need to do is (as has been mentioned already):
1. Find out what the laws in the state you will be hunting allow,
2. Decide whether you want to go Flintlock, Percussion, Sidelock or Inline,
3. THEN - shop around and ask some more specific questions and opinions here - you'll get lots of good info.

Good Luck