Congratulations on owning a Cuttlebug! You probably have lots of questions, so we tried to assemble most of the answers right here.
Here is a comparison of Big Shot and Cuttlebug
from Julie HRR's marvelous blog.
Here is a fantastic resource on the "sandwiches" you can use for all different brands of dies and texture plates, as well as other media. Cat's Fantastic Sandwich Stack List
This is the place to find out which dies you can use. (Hint: pretty much all of them. Some will require a few extra accessories.)
When you die cut, it will leave marks on your cutting plate. This is normal. Eventually, your cutting plate will wear out (Provo Craft says it will do about 500 cuts). Then you will need replacements. You should be able to get those at a Michael's, or ask the online retailer where you purchased your Bug.
Eventually, you may want to use brass templates or texture plates. You can use the homemade sandwich described in Cat's Sandwich chart, or you can purchase a Wizard Charm Kit or a BISK (Big Impressions Starter Kit). These kits contain thin, soft rubber sheets ("plates") that allow the embossing to occur with brass templates or texture plates. These kits are available at many of the online vendors listed below.
Vendors (this list cannot be complete *ever*, but this is a sampling)
Michael's and Joann's stores (not Joann.com)
They take coupons on the Cuttlebug, but you may have to explain that the Cuttlebug is NOT a Cricut product, just made by Provo Craft
Online Vendors recommended by SCS users:
Busy Bee Scrapbooking
Happy Scrappin' Scrapbooking
Paper Dreams Store
(good selection, but the website does not notify you when things are out of stock)
(a little higher priced, but have BISK and other somewhat unusual dies/plates)
(often will not accept coupons on any die cut stuff, including Cuttlebug. does not always notify you that things are out of stock until much later.)
All That Scraps