If you are just starting, I would recommend you just get a cheap set from a local sporting goods store. Even Target or Walmart have some sets made by companies like Wilson or Dunlop that should run you $150 or so.
Unless you are really short or really tall, I wouldn't worry about doing anything custom yet. Your swing will be so inconsistent, that it really won't matter. Going this route won't require too much of an investment, and you can take your time to decide if it's something you are going to stick with. If you have already been playing on a regular basis and you want to invest a little more, your best bet is to look for high quality clubs that are last year's models. Not much has changed in the technology in the last couple of years and you can save a lot of money this way. I've had good luck with RockBottomGolf.com. Their selection is limited, but they usually have some good deals to be found. I bought my Adams irons (retail $500) for $180 last year.