In reply to Cammykaze:
Shoes is the tricky bit, take every opportunity to get into as many different shops as possible to try on as many different make/models in different sizes. Then see if you can pick up a good second hand pair on here, outdoor gear exchange or ebay. They may feel very different after a couple of hours climbing compared to five minutes in the shop. So there's always "barely worn" ones available, check notice board at climbing wall too. Again, don't be shy in the shop, five minutes seems ages when someone is trying to sell you something, ignore them and keep shoes on for as long as possible, forget about being embarrassed get up on the tips of your toes and weight the part you'll be climbing on as best you can, then still go look for a good second hand pair; better to regret a £40 purchase than a £80 one. If you're just starting, unless you're already a gifted athlete, ignore the really cool looking aggressive shoes.
If you're a female "Nicky", female consensus would seem to be get a female harness. If you've got ambitions to do some trad get one with at least 4 gear loops. Again, if you're already an accomplished athlete and reckon you're going to go fleeing through grades consider whether you're likely to be spending lots of time hanging in your harness working routes, if so get a good one.
Lots of cheep deals on belay device/ carabiner sets, ebay, GoOutdoors, decathlon.etc, lots of nuanced debates on here about the finer points of different models but doubt it'll make much difference to start with. Check it matches the ropes you'll be using, always have a wee feel of how it handles with different ropes before committing someone else to it. My advice (old school maybe) would be get familiar with straight forward friction devices before moving onto assisted breaking devices.
As for shops
Very expensive ones, I'd expect good advice; but tend to avoid cause I'm tight.
Decathlon have good prices and just let you get on with it, I like them.
Bought a harness for my son from GoOutdoors, good prices but they insisted that their "climbing expert" checked the fit "Hi I'm...." was probably the only thing he said that made sense, and even then I'd not be surprised if he had got his name wrong