My instructor wouldn't let us advance to the pipes until we had memorized 5 songs. Took me nearly 18 months before I bought my pipes.

Do listen to various sets before deciding on what you want

If you see a set on ebay, don't be afraid to head on over to bobdunsire.com and have the users check them out for authenticity. Most of what you see is junk, but occasionally there are legit pipes there.
dunsire also has a trading post where you can get used pipes,
and you can also get great advice.

I read somewhere that there's no glory in using gut busting reeds-there's no shame in using an Easy.....

If you've got a week, check out the various workshops around the country. I'm heading to one near Pittsburgh this summer.
The piping camp in North Carolina ,near Boone I think, is offered throughout the summer, and you could possibly head over to the Tartan museum after it's over.