Hi, I go trough the same decision some time ago.
My advice: buy a used 3CCD camera, the Panasonic DVX100 being the best in my opinion, a little fragile but has a great optic (Leica) and manual controls. You´ll also need a reasonably good tripod with a fluid head (for example Manfrotto legs 074, 503 head) + computer with editing software (FinalCut or Premier)
Forget about buying lights in your earlier period, learn the language of film making first. With each new film that you make, you´ll get more and more aware about lighting, set designing, sound, etc. Then you can start buying other stuff.
Hope this helps
Eduardo Bunster