I think Ozark Saddle king has some good tack at low prices. They don't sell direct but www.spoilmyhorse.com can sell anything from there that you want. They have a link to Ozark on their site as well as many items. They can order anything you want.
If you have a trainer, I would get his or her recommendation. If not, find someone experienced, preferably someone who knows your horse, to help you. And I would look into used saddles, just because you can get a really good one at a decent price. Just make sure what you are getting is going to fit your horse.
We only have two saddles that we bought new. My Blue Ribbon show saddle, and my mom bought a Tucker to trail ride in. The six saddles in the tack room were all bought used.
Thank you all for the sites and suggestions. My trainer and I are looking at a few horses tomorrow, however I just wanted to get an idea of what tack I should start looking at and what I should stay away from.
Bubba13 my budget for right now is $250 I figured that sounded reasonable for someone just starting off.
I'm afraid that $250 is rather difficult for what you need. It is extremely hard to find a good American made leather saddle for that price, let alone the whole setup. You may have some luck with used synthetic, though.