I'm not going to tell you not to do this, nor am I going to sugar coat things. From your comments, I think you're a smart and thoughtful person and that you will reassess your capabilities and skills along the way and do what is right for you and the horse when the time comes.
That said, I bred and trained QHs and Paints for several years. I adore working with the babies, and I have to say, my babies were some of the best mannered horses I've ever met. I let Momma have the first week to ensure a good bond between mare and baby, but after that, the young'un had to put up with me for at least two 15 minute sessions a day. Every day. Rain, sun, snow...every day. It was a blast and I loved it, and I'm sure you would, too.
I raised a lot of babies, though, and not everything was sunshine and roses. I had one filly develop rickets. Twice daily shots for a year to allow her tendons and muscles to catch up with her bone growth. I lost a great colt to a pasture accident. Not sure if he was kicked, tripped while playing or what. He was fine and an hour later I was calling the vet to put him down because he'd shattered a leg. One great prospect based on breeding, was, as a two-year old, so off in conformation that I ended up selling him as a grade horse. I didn't even recoup the cost of his feed! Now - I did end up with some beauties who grew up to be wonderful horses that excelled in their eventual owners pursuits.
All that I'm really trying to say, is that you can buy the best weanling in the world, but there's no guarantee that in two or three years, you'll have a horse worth riding or even that that baby will survive it's journey.
My advice. Buy a good mare (one with good temperament, good conformation, good discipline, and good blood-lines). Ride her, enjoy her, and when the time comes and you know you are ready, breed her to a good stallion (with the same requirements as above). One thing a lot of people don't realize, is that Mama is that baby's first and most important trainer!