check out duotrope
for publishing venues. i just recently started submitting flash fiction to various mags, and their database is awesome.
you might want to try to publish individual poems first, so that you have a bit of a resume when you are submitting your collection. but of course different people have different approaches, whatever feels right to you.
i started subbing to on-line mags at first, but i was very careful to sub to those that are well established or edited by people whose writing i admire. i am happy with everything i published, except for one, which i subbed on a whim, and i am not too crazy about the mag now.
starting this september i am going to sub to only print mags, and will see if i get anything in. flash fiction is still on the fringes.
i can imagine that for poetry, as for flash fiction, on-line magazines could be really good. i would not submit a longer piece to an on-line mag, though.
i also joined zoetrope,
a huge writing workshop, and it does have a poetry wing, though it is not as popular as short stories and flash. but there is a discussion board there, and a 'hall of fame', so you can see where other people have published.