First pipe, personally I would not order my first pipe online. Use the pipe store locator on this site.
Having the expert help of an experienced pipe person first hand is invaluable.
They may also help by selling you smaller "sample" packages of various bulk tobaccos. (maybe even the odd freebie or test smoke.)
Selecting a pipe first hand can also help you find the right size.
I would go with a ~$25 dollar pipe, like a briar medico, or perhaps a good looking "basket pipe". Petersen and Savinelli also have excellent pipes that can be had in the $50 to $90 range, you can't really go wrong with either.
Corn cob is good, I have a few, but I believe experiencing a decent tobacco out of a briar pipe is important.
A basket pipe is usually a factory second or machine made low end pipe. I seem to have 1 or 2 in my rotation at any time. (aka, my beater pipes) The key is picking a pipe where the draw hole is drilled as close to the bottom of the bowl as possible.
One warning, avoid pipes made in china/asia. They are generally made from questionable materials. I saw one made from a wood that was high on the WHO toxic woods list. Can actually make you sick. Stick with briar for now.
A basket pipe, some cleaners, a few samples of tobacco, perhaps a tin of something nice, you can be up and smoking for ~$50.
Tobaccos, hmmm, there is a lot out there. Two that come to mind that you can't really go wrong with: GL Pease Meridian (english blend with a nice room note), or Sillems Black (top quality aromatic with very little preservatives/humidification chemicals). I understand GL Pease Key Largo is also excellent, but I have not tried it yet. The reviews on this site are good, I also like http://tobaccoreviews.com/.
The common "drug store" brands are fine too, but they can tend to bite your tongue easily. (plus I don't like the preservatives used to keep the tobacco fresh in those plastic pouches.)
If you can't get to a store, I use a few online stores that have treated me well, let me know and I will post them for you.
Whatever you do, pick a pipe you like, relax and enjoy a good smoke!
Rick