Consider what help you have available to you. Do you have access to a helicopter specialised hobby shop? Or do you have access to a heli club? Will they set it up for you? Do you plan to fly with an instructor or go it alone? What can you afford?
I have gone it alone without using a flight sim. I am not against sims but I allocated my budget by spending on the best quality gyro and most reliable engine together with a well-proven heli. I already had a heli radio. (Futaba FF6 T6X, Futaba GY401 gyro, OS32 and Hirobo Shuttle Plus). This isn't the only combination I would recommend but it has served me well, flying right from scratch. Budget for the right tools, pitch gauge, ball link pliers make life easier.
I recommend you read up all you can about helis, how they fly, setting them up etc. so as to understand what is going on. I highly recommend Colin Mill's articles. You can find them at
http://www.w3mh.co.uk/articles/articles.htm
Go to the foot of the page and you'll find Parts 1 to 11.
Make progress at the pace you feel comfortable with.
Hope this helps and good flying.