Mark Verber has done a really good job of laying out options; I think a person could do far worse than start out looking at what he has to say about various gear bits.

What you might do is go to a local outfitter and sort of kick the tires, get a sense for what's out there, then go online and read some reviews about gear that you find yourself interested in, and read through Mark's stuff on that category.

That's if you're the go-slow, analytical type who researches every purchase carefully. Alternatively, go out and buy a bunch of stuff at random and then start fine tuning from there ...

Another thought is to rent (or borrow) some gear to get a sense for what you find works well for you.