As my first step, I would pick up a copy of
How to Brew by John Palmer, and maybe
The Complete Joy of Homebrewing by Charlie Papazian as well. Palmer's book is rather better technically, IMO, and a good deal more concise, but Papazian's book is still worth a look (it's what got me into homebrewing, so I am biased here), being breezy and a fun and a surprisingly quick read. Both books will give you a good idea of what to get, and what to do with it when you get it.
BTW, if you do find a LHBS in Philly, please add it to the
brew shop list on the wiki for the sake of others in your area. I went to see if there were any listed for Philadelphia to suggest to you, and came up empty, quite to my surprise. Fortunately, there are many
online stores one can order from, if there aren't any local stores, but most people prefer the face to face aspect of a local shop.
As for equipment, I tried to be comprehensive in
this thread, but there are always more things you can get; for example, I have since then
developed a greater understanding of the need for a proper yeast starter and control of the fermentation temperatures, and
would place getting a stir plate and a fermentation cooler up there with the wort chiller as a must have if you want to make good beer. For a beginner,
this thread probably is a bit more pragmatic.
And whatever else you do, stick around HBT and don't be afraid to ask questions, even if they sound silly. Often, it's the silly questions that you need answered the most.
EDIT: I can't believe I forgot to mention
BeerSmith. It's a program for planning and tracking your brewing, and is well worth the $28 price tag.