My personal opinion:
Definitely go to a golf shop, get fit, tell them your background, and try out as many clubs as possible.
Inevitably, you WILL get golf fever, and you WILL want to upgrade if you spend bare minimum.
A lot of the full set clubs at the general big box sporting goods stores are a great start, and allow you to improve your game and find your preferences over time. It will also help you figure out if you are missing a certain something in your bag.
For example, pay attention to any gaps in distance between clubs. Make sure you know the loft and lie of the clubs you use. If you find any major holes, that's a club you'd might want to do some looking into to cover the gap.
Wedges, putters and drivers are always something that every golfer wants a new one, even if they just got a brand new one. It's just part of the game!
When it all boils down, the clubs you start with are less important than the practice you put in. Take time to find your game. Make sure you have good form and focus on the basics. Build your bag around those skills you've learned, and then you'll be so much happier using a club that you KNOW you want rather than being stuck in a huge investment with something that doesn't fit your needs.
Hope this helps a little! Good luck!