I started with the Atmel STK500 starterkit and a ATMega32 uController.
It's not that expensive, and you get a few tools (software) with it. Also: it has build in rs232 and some buttons and leds and stuff. Very handy when learning the basics in microcontrollers.
I know that some people will say: "the Atmega32 is outdated ", but I still believe that it's a very newbie-friendly uController. If you understand the basics, you can easily switch to another controller.
Thanx niek_e. I' ve been reading some stuff about the STK500 and ATMega32. They seem to require a specific programming language (also an IDE ie AVR Studio). However it seems this IDE is not compartible with Widows VISTA. Is n't there any other way for instance using C++?
Atmel is a good starting point, they developed the AVR Butterfly (basically a simple development tool for about $20 dollars). There are two good C/C++ compilers one from IAR at about $500, but also a free open source GNU compiler.
both compilers are well supported by a users forum, supported by ATMEL. Very helpful to both the beginner and advanced user.