If you want to do pickles, you're looking at pressure canning. An aluminum pressure canner (I've read up and Presto is a recommended brand, and I bought one) will double as a pot that you can do boiling water bath as well.
If you have the means, consider a stainless steel model, which is safer for your food than aluminum. I don't have the means, though. My canner (which was a birthday and Christmas present from MIL rolled into one) was around the $100 mark, maybe $110.
You will need jars, lids and rings. Sizes depend on your preference and what you're canning. You can buy them new by the flat (roughly $12-18 for a flat, with numbers varying on jar size, but roughly 12 per pack, they include the lids and rings) or you can try to score used ones off Freecycle or Craigslist (you'll still need to buy lids and probably rings).
Strongly recommended are: a canning funnel (a funnel that makes it easy to dump things into a jar), and a jar lifter. Ball makes a little package of these things plus the items I'll mention next, I think around $12.
Optional are: a stirrer (that helps break up bubbles) - or you could just use a chopstick. And a headspace gauge.
Towels/rags are useful. Oh, you'll need a timing instrument as well, but you may already have one (a timer, or a clock in the kitchen - just remember to be accurate, if a recipe calls for 20 minutes, it's 20 minutes, not 19).
And you'll need recipes. The Ball Blue Book, for example.
Good luck! I'm a new canner too, and I was intimidated but very glad I got past that and did it.
Oh, one random little tip - take the rings off after your jars have cooled (next day) before you store them. They have a tendency to rust. If you store them in a dry cupboard, you'll get a lot more use out of them, plus they won't rust on your canned goods.