I would suggest not buying pipes, not even practice pipes yet. Buy a good PC (practice chanter) and learn it well. In piping, it is vital that the finger movements be ingrained into muscle memory before trying to deal with all the joys that a bag and three more reeds can bring to your life. Some people want to spend less on the PC because they see it only as a beginner's device, like training wheels on a bicycle; this is false. You will use your PC throughout your piping career, as the tool on which you will learn new embellishments and even tunes. I always try to have a tune down perfectly on the PC before I transition it to the pipes. Buy a good PC made by a recognized maker (I'm fond of Dunbar, John Walsh or Gibson, and have heard really good things about Scott Morton's stuff, but have no personal experience with it.) and you'll have a good start on becoming a piper. I would suggest buying a polymer PC rather than wood, because it a) won't split and b) won't break when you drop it. Plan to spend between $60-100 on the PC, and pick up some spare reeds while you're at it. That (and perhaps a copy of one of the pipe tutor books) should be all you need, so you should be able to stay under budget.

I don't have any experience with the website you linked, so I can't comment on it except to say I'm always a bit suspicious of places that sell a lot of Asian piping gear. Some of it can be quite good, but much of it is dreadful and there appears to be no quality control at all, so it's just a crapshoot what you get. I've bought stuff from Tone Czar, Song of the Sea, and Western Thunder and been quite happy; friends of mine have recommended Carolina Celt, The Piper's Hut and Aberdeen Bagpipe Supply.

The practice pipes can be fun, but are more useful after you've transitioned onto the big pipes. I played a set that my teacher had, and it was enjoyable, but I don't see it as being a good thing until you're comfortable with playing while keeping the bag inflated and so forth.

Good luck! The pipes are difficult, frustrating and annoying - as well as spine-tinglingly wonderful. When the sound you've been trying for comes out of them ... there's no description of how cool it is.