I'm not sure which Sisters codex you have on order, but I have bad news for you.
Some months ago, the dead-tree codex (Codex: Witchhunters) was made obsolete by a 'replacement' codex, Codex: Sisters of Battle which was published in two parts in White Dwarf magazine.
That White Dwarf codex is
a) Pretty damned bad.
b) Not legally available anywhere.
Unless you happened to buy the two relevent issues of the magazine, you can no longer (legally) get the current Sisters codex.
Now - some people (and I am one) are still using the officially obsolete Codex: Witchhunters. If that's the one you ordered, good - it's still very useable, albeit full of Inquisition rubbish as well as out beloved Battle Sisters.
Which brings me on to the Sisters of Battle, at the start of 2010 (no, really, 2010) Games Workshop discontinued all Sisters box sets and made the models only available in sings and three-packs, online-only.
That makes Sisters by far the most expensive army in the game, and by a huge margin. They are also the only all-metal army. No plastic Sisters exist.
Unless you are a millionaire or find a complete army for sale on ebay you really cannot start playing Sisters now. A single basic Sister squad will cost you over £50.
When I totalled up my 2'500 point army for insurance purposes the result was that, if I had to replace it at current prices it'd cost over £700.
I wish I had some good news for you, but I don't.
It's been over two years since Sisters boxes were available, there is no sign of a new release or a real codex (or even a reissue of the magazine codex). No-one expects anything Sisters related to appear before 2014 or so at-best.
Your best bet is to get a copy of Codex: Witchhunters (perhaps the one you have on order) and then scour ebay for someone selling a complete army. You have a fairly good chance of finding one because, frankly, a lot of Sisters players are selling their armies in disgust at the shoddy way Games Workshop have treated us.
Welcome aboard, Sister...
Looking for a friendly wargaming club on the Isle of Wight? Drop me a line.
Sisters of Battle - The Order of Glory Undimmed - 2'500 Points | High Elves - House Cyredeth - 2'500 Points | Bretonnians - The Muster of Sir Jules Estelle - 3'000 Points