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First, spend some time looking at the various brand websites. Some are easier to manipulate than others, but at least you get a feel for the brand and a look at the machines exteriors. Some manufacturers, like Brother, Janome, Kenmore, Bernina, Babylock, and Elna provide web access and download of their machine manuals.
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PRE-SHOPPING: Get a notebook you can easily carry with you to jot down prices, impressions and all other data you care to remember when shopping. THEN:
1. Pick a reasonable budget - don't be swayed into the TOL machine just because...:) Ask to try machines at any price point you want to try - TOL and bottom line - then compare feeling.
2. Identify what sort of sewing you will start with. Have you need of classes? If so - classes for life sounds great if you have the time and inclination! Buy a machine with a few features you don't know you need yet - like Needle up/down for example! Do you want to embroider with this machine as well?
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3. DO you want a large machine or a smaller, more easily carried one (like a Janome Jem)? Some people like to carry a machine to classes or quilting programs, and a smaller more portable machine is handy for this, as well as for small spaces. As one who owned a Jem Gold and a Jem Gold II, I can vouch for these machines as a main machine as well for people with light sewing needs, or for quilting except maybe very large quilts. They are sturdy machines. Other manufacturers as well make smaller machines.
4. SHOP DEALERS! Some people buy the machine sold by the dealer who is most proactive and friendly! Not a bad approach.
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5. Try machines out at different dealers, and see how you "feel" about sewing on various brands and models. Do go to the Bernina, Pfaff, Viking, Janome, Babylock, Brother, and or Juki dealers nears you, and whatever else you see, and then look at machines at a Sears store near you. So many options are available, but at Sears, and other large merchandisers you will get very little support. Sears, however, does provide a warranty and service on their machines, whereas WALMART, KMART, COSTCO etc. won't do that beyond the usual 30 days or whatever to return an item. While you are trying machines, note what bobbin system they have (vertical or drop in), what the maximum width of stitching is, if you can chance needle position manually if you want to, where the needle is in relation to you because some machines have the needle up front and the accessories in the back (Viking) which I personally like, and others have the needle set farther to the back and the accessory thingie in front. A removable part to convert the machine to free arm is pretty much standard now, but look to make sure this feature is there is you want it because some of the higher end fast quilting machines are flatbeds. Just see how these features play out for you, and what you seem to prefer! The beauty of it is that there are various ways of making machines and various people to like each way!
6. Try some serviced used machines at dealers who seem to stand behind what they sell. I bought a great mechanical New Home some years ago that was from the early 80s. I bought it in 2006 and it is a great machine still working really well, and solid! A friend has it now and loves it.
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NOTE: Someone asked about Elna and Janome and if they are really different. I can say this about the Elna line vs. Janome or Kenmore - they are all made by Janome, but to different specs in some cases. The manuals are easier to read and more slickly produced, and the bottom line machines have a few nice features not found on the bottom line Janomes as a rule, like presser foot pressure on the outside of the machine easily dialed, and a place for a circular stitching attachment, and a nicer accessories case, as well as the nicer manual in one language (so far - manuals are getting sketchier in general it seems to me). BUT, the needle assemblies and machine innards seem to be identical to Janome and Kenmore machines I have seen from $100 to $1000 in price over several models. I could be wrong, there could be something inside that also differentiates that I can't see or wouldn't recognize!
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If you are lucky enough to have several dealers in your area, have fun and take your time. If you can use a machine for some classes before you buy, to see how you like sewing, then that's a great idea too! And remember that a really solid well made machine that you like will be better even with fewer features at a higher cost than a machine with more glitz and features but less expensive and not as solidly made, so be careful and really look at the machines, and try not to fall ill with the very common "SMAD" - Sewing Machine Acquisition Disease. It has afflicted more of us than you know!
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When you get back from these rounds of trying machines, go to PatternReview.com and read reviews of the machines that you have seen, and that appeal to you! Then go for it!