What you want to start is an "ego-style" battery and tank. Getting a variable voltage (adjustable power) battery is a good idea, as is getting a couple different tanks for different flavors and a few spare atomizer heads (the actual part that burns the juice, these get gunked up and die after a while, anywhere from a couple times a week to once every couple weeks depending on what juice you use).
The Blu-style cartridges are crap. Stay away.
Getting something like two of these...
http://www.fasttech.com/products/30...vod-twist-900mah-variable-voltage-starter-kit
...plus a pack or two of extra heads like these...
http://www.fasttech.com/products/30...cement-coil-heads-for-evod-clearomizer-5-pack
...would be a good place to start.
I say to get two kits because you'll want to have a spare battery to use while the one you've just killed is sitting on the charger. And this is just one (antiquated, but cheap) example of what's out there. One caveat: there are certain flavors (mostly citrus and cinnamon) that don't like plastic tanks - there are plenty of similar tanks made of all metal and/or glass that can withstand anything that will suit your needs just as cheap. The site I'm linking to is for you to import stuff directly from China, which can take a few weeks but saves you boatloads of money - there are other American sites to find similar products that ship a lot faster, but expect to pay 20-50% markup for the convenience.
Good luck with whatever you choose, though I've got to advise again to steer clear from the tiny stick batteries and pre-filled cartomizers...