Where are you based? There are some shops around, mainly on industrial estates etc as the main business is by mail order and the market is not big enough so high street shops are a waste of money for the retailers
Look up this map and put the filter to shops to see if there is one near you
The next option is an event with retailers attending - either one of the big games or tournaments
https://mapsengine.google.com/map/edit?mid=zdRfWqkdmKGw.kbddocq_JqUY
Failing the above get to a walkon* and checkout people's gear.
Many sites have a shop as well but are limited in stock
*walkons are usually run on local independant sites once a month
Check out 'what paintball costs' for a rough intro to the different flavours of paintball
http://p8ntballer-forums.com/threads/what-paintball-costs.153010/
Now for what to spend your money on:
First take your time and look around
Goggles are most important. These don't have to break the bank, but what you realy want are comfort and vision. Do they feel right on you, can you see clearly in them?
Lenses vary, but with either their anti fog features (as long as you only rinse clean to keep the anti fog coating etc) or with some 'cat cramp' or 'zero fog' then you can prevent fogging
You can save by buying secondhand, but be prepared to buy a new lens, if it is old or the condition is not too good
Air cylinder - £30 to £40 will buy you a new aluminium cylinder
Gun - there is a vast choice. See what's around and ask guys at walkons etc to check theirs out
Hopper - unless you buy an a5/x7 or other cyclone based gun then you are best off with a force fed hopper. Halos are excellent value for money and often go on here second hand for very little
Don't forget a pod pack or vest (depending on preference), plus pots
Add a squeegie, fluffy, micro fibre cloth, barrel condom and you're pretty much sorted
Casual clothes and decent footwear are all you need to wear
