You can never go wrong with Rossignol
http://www.rossignol.com/But just like lightclaw said, you'd be best off buying a used pair. Buying used you'll get a lot better quality skis for your money than you will buying new.
Comfortable boots is the most important thing of all in my opinion, and the brand doesn't really matter. I bought a really expensive pair, which were technically my correct size, but they didn't fit my feet perfectly, and resulted in a couple of really miserablale ski trips. I ended up having to buy a new pair.
And just like AF says, staying warm and comfortable truly is essential. If you don't have proper clothing, and get cold and wet you'll be miserable, and won't enjoy the experience.
I find that it typically makes the experience a little more enjoyable bringing a flask full of your favorite hard alcohol in the inside pocket of your jacket as well.