I'm just going to chime in and agree that you want to start with a competent teacher and a practice chanter.

Well, no, you don't WANT to start that way, but it is the best way. Imagine trying to learn to read without a teacher. There is a huge skill set that is best transmitted directly and without you compounding your mistakes. I guess it is the difference between wanting to play the bagpipes and wanting to mess around making noise on the bagpipes. If you really want to play, then a good teacher is your first investment. If you just want to mess around, spend $100 on ebay and just make noise on the junkers. If you don't know how to play, it doesn't matter how good the pipes are.

I play a Walsh standard poly practice chanter. It isn't quite a pretty sounding as my teacher's old blackwood PC, but it is close and only half the price. And won't crack from moisture. As long as you are playing a decent quality chanter, it doesn't matter that much what brand it is.

Full Pipes:
When you are ready to get pipes, talk to your instructor about what brands he/she likes. I play McCallums, but I also have an old set of MacLeods that are wonderful. Sometimes the old pipes really sound the best. I don't regret getting the McCallums, but I do sometimes think I should have just stuck with the old ones. Not as pretty looking, a little harder to tune, but the rich sonority of the sound makes them a real treasure.

Explanation:
For tuning a pipe by ear (as opposed to with an electronic tuner), some drones are easier than others. This seems to have to do with what harmonic overtones are present in the drone sound. A purer sound will be easier to tune (McCallum is great for this), but a more complex sound is richer and fuller IF YOU CAN TUNE THEM WELL. I'm not sure what I prefer to listen to, but I play McCallums because they are easier for me to tune well. An out-of-tune bagpipe is offensive, no matter how fine the instrument.

Source:
I got mine from John Higgins. He had the best prices at the time I ordered. He was also willing to work with me on some minor details outside of his standard line. In particular, I wanted a hide bag. Very few pipes ship with hide bags anymore. But he went out of his way to make sure I got it. I also wanted a non-standard size of bag (extended small - L&M's Hot Dog bag) and he saw to it that I got what I wanted. Most suppliers will offer the same service, so I am not saying another place won't treat you just as well, but I had a very good experience with Higgins.

-Patrick