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For getting started here's my recommendation:
Rest of the kit: [link]
I've got a somewhat better brush than the one in the kit (here's the one I'm using), but for the price you can't go wrong.
Brush and soap aren't required to use a double-edge razor, but I'd highly recommend it. You have full control over the consistency of your lather and it lasts a lot longer than any foam would. I bought a 8oz tub of Proraso back in the spring and I've yet to go through all of it.
If you have any specific questions /r/wicked_edge is a great sub for shaving enthusiasts.