Well I bought me one of these things for $30 at Walmart. It's not the one in the clip above, but is another model (Havoc) by AirHogs.
It's comes complete, the chopper, built-in rechargable battery, and controller included. After a twenty minute charge it'll fly for 5 to 7 minutes.
Now the actual flying, well at first it was just seemingly out of control. But by my second day with it, I'd learned to control it decently. It seems to come down to not letting it wander, but keeping on the controls to aim it where you want it to go.
Of course it's still a foam and plastic toy, but put together with enough precision to let you play with it pretty well. Mine has crashed countless times, still working OK.