I use primarily chalk/soft pastels with some pastel pencil for the very fine detail when required. My paper of choice is velour, but I would not recommend it for someone starting out in pastels as it is extremely unforgiving and only holds limited layers. I suggest you try a paper like Canson Mi-Tientes for starters.
My pastels are a range of brands depending on my needs - I use primarily Unison and Rembrandt's for the bulk of my work though. Rembrandt's are pricey but probably the best for starting as as they give good coverage and you can man handle them a bit more than the Unison's and Schminke's.
As far as tips, well, just experiment. You will need a good toothed paper if you want to work with chalk pastels - the pigment will fall straight off other papers or canvas.
I work in layers, and my base layers are more often than not very bright colours such as reds/blues/purples/greens depending on the colours in my subject. I then build on those base layers to create a more true to life colour. The base layers give the colour some more depth.