I started with a Bert's Bees set that my FIL gave me (Soap, cup, brush, aftershave). I was using it with a cartridge razor at first and recently moved to DE (Merkur 34C w/Feather blades works best for me). The brush was boar and although it worked and was more "exfoliatory" (is that a word) than Badger, I didn't like it because the lather wasn't as thick and it felt very scratchy. I ended up going for a Best Badger brush and like it much better. The badger definitely holds more water, so I have to shake more out to keep the lather from getting too wet.
I don't use an ATG pass. I just do WTG and XTG and it's good for me. I'm light skinned with a dark, thick beard and it gets me close enough for a military shave (i.e. my boss doesn't yell at me after lunch for looking like I didn't shave
I did a lot my research at the B&B forums and have a couple of friends that DE shave and asked their opinions. For blades, I started off using Razor101's site about blades (
http://www.shaving101.com/index.php/education/double-edge-shaving/48-choosing-the-right-blade.html) and worked my way up from the "dullest" to the sharpest from my sampler pack. I'd use one type blade for 1-2 weeks, keeping notes about how they felt, etc. and then change to another type.
For me:
Derby's were pretty good, but seemed to get "tuggy" after about 3 shaves.
Merkur's were more "tuggy" initially than the Derby, but were didn't seem to change after several shaves.
Personna Red's were very smooth. The first shave was great, but the second day irritated my neck badly.
Feather's were the best for me using very little pressure (the hardest thing for me to learn from the cartridge razor).
As a nice aside, I found a nice little drug store in Carmel that had a very nice selection of soaps, creams, balms, aftershaves, etc. It was nice to be able to smell and feel things instead of guessing online. Unfortunately, I didn't need anything at the time.