I am going through this myself at the moment and have researched this pretty extensively; to the point where the missus has been making comments on how long I've been spending on the internet...
My suggestion is write down what you want/need for your first full load out ie, rifle, x amount of magazines, this type of battery, pants, shirt, goggles, mask etc etc.
Work out what your budget is for these, I suggest the above because I am going to buy everything but as it is my first kit out I don't plan on spending boku cash.
Once you have decided on what you want to get then start shopping around for that particular item. Hit up the many webpages that are available and also search on here for advice before asking. One thing I recommend doing which saved me about 70 quid and also I think probably a mediocre decision is running the equipment through a search on this forum. I was going to buy a two tone rifle of a particular type and did a search on it here, found out it is available on a Polish site for a hell of a lot cheaper, can't remember exactly how much but it was around 40 quid ball park. The other thing was I read this guys feedback on it and it made me change my decision. I also recommend checking out youtube to get a good look at people who have already purchased anything you are thinking of buying. I aren't going to bother doing this for an item that cost 10 quid but I have for a rifle etc. The only exception is eye protection as it is obviously very important although I plan on buying two pairs and conducting my own tests on one set to have some piece of mind. Hope this helps mate.