Alright so there's obviously a lot of talk on hear about what you should buy.
Dunbars are good pipes most of the time. I have a set of P1's and they sound pretty nice. Buy them from www.hotpipes.com, that's where I got mine.
Now the chanter on the other hand is a different matter. The one I have now is not very good. The sound is weak and watery and not very stable on the top hand, especially on F. But mine was also made 4 years ago, I think that they've come out with a new design since then though but I'm not entirely sure.

You've also heard a lot about MacCallums and Naills and this and that and some of the other. Those are pretty good sets but we all have our own opinions. MacLellans are fantastic. I just got a new set from Roddy and so far they've surpassed any set of pipes that I've ever played or heard. If you want quality from the very start and you aren't afraid to put down a little bit more then get a set from this guy and don't think twice, you won't be disappointed!