Oh, and:
The problem is that it’ll take time for any one thing, and that’s part of the reason why many of us use at least one alt account. (I have two).
Now, for exploration the best thing to do is get a character with the Cov Ops skill to IV or ideally V, the various probing skills to IV or ideally V, Cybernetics to a high enough level to use the mid-grade probing implants, and a set of faction core scan probes. After that point, the best plexing will be in 0.0 space, which is generally rather jealously guarded. If I was out with one of my gangs, for instance, and saw neutrals in my space (under NBSI policy: Not Blue, Shoot It), I’d probe you down and do my best to kill you, ideally with 'dictors on the out gates.
For that reason, you’d want to get with a solid 0.0 outfit. I’m sure that bits of the Northern Coalition are recruiting, as are their pets. Plexing is also awesome down in Querious/Delve, so one of the Goons’ pet alliances would be a good bet. Beware, though, that unless you’re a member of Something Awful then any Goon invitations to join them are most likely a scam. Never give them ISK.
Also be aware that in order to actually run even the baseline plexes you generally need a well tanked Ishtar or something of the sort. They can be done in a Drake, but under no circumstances should you spend a single SP in missile tech unless you plan on going for a Bomber, and then it’s still rather lame. Harder (and more rewarding plexes) generally require a tank, a remote repper, and DPS. Although with a properly fit Ishtar it can be both tank and DPS in certain plexes. That setup generally requires one person and their alt, or two people. Harder plexes will require a tank, remote repper and two sources of DPS. Three for really heavy stuff. With you doing the probing, you can get any (non-asshole) corp mates to give you a cut of the loot. And a good hour of plexing can make you more than weeks’ worth of trading.
Also, 0.0 rats will make you about as much as Empire missions with the added possibility of faction and officer spawns. But PvE is boring. Avoid it as much as you can.
While you’re ramping up it makes sense to put some time into running missions, but they’re boring as watching paint dry, and if you’re not a diehard carebear you’ll tire of them quickly. Really, you’ll want to get the fuck out of Empire as fast as you can, because it sucks. For a general guide as to the skills you’ll eventually want to have (and should plug into EveMon), I’d suggest this article.
For life in any 0.0 alliance you’ll want to be able to fly a battleship (ideally, Amarr) with T2 weaponry… the long range variant is necessary while the short range is good but not required. For roaming gangs you’ll want to be able to fly a HAC (Heavy Assault Cruiser), ideally a Muninn or Zealot. Being able to fly an interdictor is also nice, but don’t waste time on any but the Minmatar one, which is by far the best, or the Amarr one which can also be used for probing due to its slot layout and grid/cpu. If you’re flying with a good FC you’ll be prohibited (once you’re not a noob anymore) from bringing joke ships like Assault Frigates or Interceptors. Don’t waste time training for them. While you’re still a noob you can be perfectly useful with a Rifter or Executioner or something anyways, and in 0.0 there is nothing, absolutely nothing, that non-bomber frigate class ships do well enough to justify their inclusion. Ditto for Command Ships. They are, in general, overpriced underpowered pieces of junk that way too many people train for. In a few circumstances it makes sense to have on in a fleet, but training for one is most likely going to be a complete waste of your time.
Work on getting into a good 0.0 organization, work on getting in a battleship and T2 cruisers, and you’ll be fine.