I started with a Coopers Kit, it gives everything you need to get going. In hindsight I'd have chosen the bitter kit over the lager one. True lagers need cool temperatures and the lager in question wasn't the best.
You can pick up everything you need in stages. I know it's my local shop but The House of Home Brew give great advice and a personal touch. Geterbrewed is just up the road from you but you won't get the same knowledge.
All Grain is pretty Simple.
It was this thread that got me started along with a free boiler donated to me by Niman. The big difference is time, you really need a good part of a day to do a brew but you don't need anything special to do a 5L brew, just a pot big enough for around 10L and a thermometer. Cost wise is also cheaper than a kit.
Tesco's had a massive sale last month so I picked up 4 kits which I'm going through now. I'll return to AG when I get these used up.