Regardless of your budget, I highly recommend getting a simple (not cheap quality, however) audio interface to start out, and then work your way up to getting better and bigger gear. Initially, you will need to know your technical limitations before upgrading and tailoring the purchases to your specific needs, and you won't know that if you don't have any equipment to begin with.
Either way, some good examples are the Presonus Audio Interfaces and Scarlett 2i2 Focusrite. Those two, I've particularly found to be quite stable (although I've had a few problems with the Focusrite here and there). Avid's MBox Pro 3 is what I'm using now, and for the money... it's good, but I wouldn't necessarily recommend it. I constantly run into problems with it.
On top of all that, I also highly recommend getting some open-back headphones... remember to check the Ohm-age too to see if you need any amps to go along with it.