Any ideas for a movie making program?

I’ve decided to get back into movie making on the computer. I have windows movie maker, but it sucks. I could do better with the version I used when I was in high school (odd, right?) but this new one doesn’t do shit. I can’t even merge videos together like I used to be able to, to create that fade in/out effect I used to be able to achieve.

But anyway, not the point.

I’m hoping to eventually get a better program for my computer for it. I’ve heard that Sony Vegas is a good program to use, but it’s so damn expensive.

Whether it’s a free download or something that I could just buy later on down the road when I can afford it, does anyone know of a good movie making program? Mostly for AMV making.