Hi Dirk,
you only need a Creator Club licence to deploy to an XBox 360 at the moment. You can deploy an XNA game to Windows XP/Vista users without any problems as you don't need a licence for that. Just package it up like any other game and make sure that the users have DirectX 9 or 10 and the XNA runtimes for Windows.

Microsoft are reluctant to allow just anyone to be able to download and play stuff on their XBox 360, hence why you have to go through the Creator Club stuff for that. I think eventually they will allow it once they are sure there are no security holes that can be exploited through managed code. The nice thing is write one set of code and deploy to Win32 and console. Sure you have to have the odd IFDEF XBOX for things like Mouse support and the odd difference between shaders, but these can be kept to a minimum.

If you want to start the good thing is that all the software is free, download the Visual Studio Express, then Game Studio Express and buy yourself an XBox 360 controller ( as all the examples makes use of it and don't work with other Joysticks ) that will work with Windows XP. If you plan to code using Chrome, then download the command line compiler to get started.

I hope this helps.