I started off with one of those kits from Nashbar. $45 bucks. A lot of it is poor quality, but it got me wrenching, and once I was a couple of bikes in, I let necessity dictate which tools I needed to add and replace.

IMO - I spent a little extra for the Park chaintool and am very happy with it.

Also, keep your eye out for going-out-of-business bike shops. I found one posted on Craigslist and that's where I got most of my cone wrenches and freewheel tools. Much fun.