I bought a few sets of dumbells - 1kg, 2kg and 4kg ones. I had already been going to the gym and reading up on exercises to do, so I didn't bother with any more books and things, just did my own thing with them. Dumbells are probably one of the more versatile things to buy and they're not that expensive.
If you need a good program to follow, my aunty has been doing her weights based on a book called "Body for life"... I'm not sure of the author. It's a really good program and she has had some great results from the exercises in there.