for baseball, it may depend on the level of play you plan on doing. either way, you want to be over-preotected rather than under-protected.
mask - wilson (west vest) this mask is great because of the form fitting pads for the face and the good visibility.
shin guards - if you are doing HS baseball and above, i would suggest you look into the douglas shin guard. (wilson west vest shin guards are pretty much the same thing) the protection is great and the added padding along the shin bone halps absorb that much more force. been hit a lot on the shin and have never been stung!
chest protector - if you skimp on anything else, DONT skimp here! you need to be sure and very securely protect yourself here, especially on the collarbone. i have had several, and my overall favorite is the Douglas chest protector. it is light-weight, non-bulky, and solid. i've been hit with an untouched 91mph fastball and never even flinched. i am highly satisfied with mine.
plate shoes - you need these. the best are +pos shoes. solid and great protection. same goes for gerry davis plate shoes, as well as honig's shoes. there are cheaper alternatives, but these are my suggestions.
uniform - be sure and buy "heather grey" slacks, both plate and base cut because there is a difference. shirts, you may want to start with just a normal blue shirt, but whatever the norm is for you area. i would suggest buying from Honig's, you may as well since they outfit major league umpires. you may want to stay away from ordering from +pos, they are slow as hell.
you can get you accessories anyplace and they are all pretty much the same.
as far as finding these things, i like to look at Honig's catalog. reasonalble prices.
http://www.honigs.com. another place is gerry davis @ gerrydavis.com and +pos @ pluspos.com. for the douglas protector, go to
http://www.coaches-choice.com