Green snugpak sleeping bags are cheaper like for like than their more, erm... "civilian" colours! and they have a larger range.
Tent, nice to have a good one but practically if you're just trying out get one cheap enough to treat as disposable (unless a bargain comes up). swmbo went on freecycle recently and picked up a good 6 person tent for her guides that had only been used once(!) so worth a look there for a freebie maybe?
Personally I don't like airbeds, a nice idea but they just seem to leave you perched on a bed of cold air, better with a rollmat or if the budget will allow either a thermarest copy or ideally the real thing (they take a hammering and last, and they are comfy and warm!).
As someone else pointed out, a (proper breathable) bivi bag is a good thing. The ex army ones are good and one of the few ex forces issue things I have actually gone out and spent my own money on

Stoves...well there's a can of worms on this forum! Most readily available camping stoves will work, most people have their own preferences! Gas is convenient, clean and available but not great if you plan doing extreme cold weather events. Primus/multifuel/white gas etc pressure stoves can be smelly/noisy and are loved by some and hated by others. they are very fast and work in all weathers though. Spirit stoves *may* be slow but are reliable and cheap(ish) often. You pays your money and takes your choice. In an ideal world borrow one until you work out what you want. :-)