The best place to start is Baseball Mogul 2003 (new version this spring, I'm sure). You're basically the GM, farm director, marketing director, and owner. Pick any team; based on who you choose, you'll have an easier (NY) or harder (Montreal) time of it financially. You start in the current year with real players, but new ones come in over time. By 2020 you've got all cyber-players. The website says it better:
It's also showed up on Kazaa, not that I would ever condone such piracy. Price is only $19.95 to download from the company's website. Be sure to get the patches as well.
I'm going to try OOTP5 this year, but I really think BM is a really good introduction to a different type of baseball game. I've spent a whole boatload of time playing it.