I'm not a fan of kits, personally. Even if you end up with good beer, you don't totally feel like it was your beer, and all a kit really does is simplify the recipe selection/shopping experience.
With the internet the way it is, there are so many great recipes already out there, the biggest issue is finding one that is quality. Personally, whenever I set out to brew a style for the first time, I usually start with whatever recipe Jamil uses and then either brew that or tweak it to suit my goals. I've yet to be disappointed with any of his recipes, which I think is probably a pretty common experience.
As for the shopping, your local HBS can facilitate that for you. My first time, I just went in with a list of the ingredients I needed and they helped me gather everything and milled my specialty grains for me. It was as easy as could be, and I got to start a relationship with them.
So really, for a first time recipe, I'd decide what style I wanted to brew - preferably something on the easier end of the spectrum - then go from there.
I've gotten to where I recommend for a first recipe something with a lower gravity - a mild or a Scottish 60-/ because you don't have to create a yeast starter for those brews without underpitching. Or you can use dry yeast and not worry about that side of it. That lets you concentrate on the actual brewing and fermentation processes without having to deal with yeasties yet.