If you want a realitively inexpensive knife or 3, go to Target. They have sell a line of Henckels called "forged pro" for a decent price. You can get a set with a block for ~$150, or you can buy the knives piece by piece. I bought the chef's knife, the paring knife and the 6in "utility", which I use quite a bit. In any case, you want to look for a forged knife with a full tang. The Santoku set you found at amazon looks really nice. I'm thinking about ordering one as my chef's knife isn't that comfortable. Eventually I want to get a set of really good quality knives after I graduate.
I would also recommend that you pick up a Lansky sharpening system. Normally you should have all your kitchen knives sharpened professionally, but the Lansky allows you to set the angle at which you grind the edge. A good knife is worthless without a good edge.
R
EDIT: The forged pro's I recommended aren't great knives, but they get the job done, hold an edge, and are well-built.