Hi SpaceCake,Everyone's advice here seems to encapsulate any I would offer - just trying every brand, mixing and matching until you get a combo of tools that you feel most comfortable working with or you feel brings out your talents.
It also depends on what you would like to do - sketching, drawing and detailwork, drawing in colour, plein aire sketches ... the long train of possibilities.
Another factor would be how you feel about your drawing skills. Practice ... if you're just starting out, it might be a good idea to do quick little studies with drawing pencils in black and white (b/w) first, as exercises to build observation skills, confidence and focus, before you begin worrying about issues with colour schemes, mixing and tones that another medium may bring.
If you're really, totally, lost ...
Most people find a set of drawing pencils with a range of brightness (or rather, darkness) and hardness useful. There are 12-pencil sets that range from 8B or 6B, to 2H - versatile for most drawing needs. Or you can go for those specialised sets with both b/w or coloured pencils for specific subjects, e.g. landscape.
Coloured pencils - (and no, I'm not "sponsoring" any brand or company) Prismacolour (referring to the regular, not scholar edition) is one of the brands that blend most easily, feels waxier.
Examples of other media alternatives for drawing ... charcoal, conte, chalk, soft pastels, etc.
Some more stores (there's plenty out there, virtual and "real" - just call them up from your search engine of preference) :
http://www.abovegroundartsupplies.com
http://www.cheapjoes.com
http://www.currys.com (Canada)
http://www.danielsmith.com
http://www.utrechtart.com
Just surf around and see what you can find. Same thing goes for things from supports (paper, canvas ...?) to acessories like fixatives (if you're using media that rubs off easily) ...
Hope that helped. Good luck, have fun, and keep at it!
Hedgeworth