You need to start by deciding what size space you can do. And you don't have to start big and build it up as you go and need. This is a good place to start shopping: neHydro.com, Hydroponics and Gardening Supplies they have good prices and are someone you can trust.
Check there prices and brands and then go to Ebay to compair. They do have an Ebay store also. So what size do you want to start and how much money do you have?