Brownells has a nice starter kit.
I would recomend you stay away from any machine engravers for the time you are learning. They are VERY expencive, and they come with NO instructions at all. The companies that make them try to rope you into taking classes from them, and all those classes cost more then the machines will cost.
All you need is 3-5 tools and a hammer, with an engravers ball/vice, and the time to teach yourself. A few good books are a lot of help.
Teach yourself the skills, and don't fall into the mindset that you need to spend a lot of money. You will spend enough as you buy tools and learn to use them, but to start out it won't be bad at all.
Feel free to e-mail me and we'll talk. I may be able to help you in some small way. I am by no means a
master engraver, but I do ok.
Steve Zihn