I recently started training with a Quarq (http://quarq.us) and love it. The meter comes in at $1500, plus you need a Garmin 705 $400 (which you would want with the other meters as well). Since this is a crankset power meter, you can ride with whatever wheels that you want. This was the main determiner of why I picked this one up. That and it's about $1000 cheaper than an SRM. Also, you need to have one of their compatible cranksets, otherwise, you shell out some additional $$ for that. I had a Truvativ Roleur Carbon which I added it to. You can get that crank on Ebay for about $150 now.

If you are training already with the other items, power is the next step, but you want to make sure you know how to use it correctly. I have a coach who gives me workouts and helps me to analyze my data, but in lieu of that, there are other options available to help you such as books like Jynx suggested. Check out roadbikerider.com for some great Ebooks that you can download.