Milk is great if you can handle it well ie. it doesn't make you feel like shit. Otherwise I would just pound down shakes and get as much food as you can from other sources, obviously look for deals on meat like ground beef and buy bulk when you can. Macaroni and cheese with 2-3 cans of tuna mixed in is a pretty good ghetto protein meal (thanks Stu for that one) and getting some pizza and a few burgers here and there isn't gonna hurt especially if you're still pretty light.
Search for "The Bodybuilding Bible" in the bodybuilding section, there's a lot of what I would consider good info on there. You can train a lot of different ways, as long as you end up getting brutally strong with good form there's nothing wrong with your training. Try different things and have fun.
Hope that helps, good luck dude.