If you have a local homebrew supply (LBHS as people have mentioned above) then it might be worth it to stop in there if this is your first brew. It's always nice to talk to an experienced person so you can get some additional help. That being said, it certainly isn't a requirement.
If you're looking for quality extract kits there are a number of good places to order online as well. Some of my favorites are Austin Homebrew Supply
, and Northern Brewer
. All of their kits come with quality ingredients, are priced well, and have outstanding instructions to guide you through the process without overwhelming you.
Once you brew from a pre-made kit or two you'll have no problem at all picking up some ingredients in bulk and trying other recipes either from books or online.