There's about a thousand different combinations you could get and a lot of them work equally well, a lot just comes down to personal preference. As obvious as it sounds, I recommend having a solid plan before getting your equipment. For a while I slowly bought stuff as I needed....a cooler and fittings for the MLT, a Blichmann burner, etc. Now I just finished a brutus 10-style structure and I'm about to use a keg for the MLT and another for the HLT and realized I wasted a lot getting here instead of planning and committing from the start. I don't need the cooler anymore, and although the Blichmann burner is solid, I no longer need the stand, and the KAB4 would have been just as good for a fraction of the cost. Think about what you might want in the future in addition to what you need to just get started...instead of getting the 10 gallon Blichmann pot for $300 you might want to just fork out the extra $100 for a 20 gallon and double your size. Take a look at all the setups here. A lot of people do a really good job of documenting what they've done and you can pull a lot of ideas from each one.
That being said, my first all-grain batch was done with just a 12 gallon cooler and a cheap $50 turkey fryer/7.5 gallon aluminum pot combo that I had to watch closely to prevent boilovers....well, minimize boilovers as it was pretty much inevitable! I cooled with a wheelbarrow full of water and ice, which took about 20 minutes.
I'd also recommend doing as much yourself as you can. You could get a cheap steel pot for example and add your own valve and sight glass for a lot less than a Blichmann.
