The final answer is as always: It depends highly on budget and what you want to achieve. All the prices are referenced to central europe, and may vary a lot to where you live. When I started, I went from an old MS Sidewinder FFB2 with a secondhand TrackIR5 over TM T1600m to Warthog with MFG Crosswinds and Oculus Rift + new PC. This cost a lot. My Suggestion is to go cheap first with a T16000m and fly extensively. If you decide to stay, go balls deep and invest that coin into premium or top end. If you're updating your gear from quality-step to quality-step, you'll spend a lot of dollars into stuff you can't sell anymore for the same price.
Headtracker:
Natural Point TrackIR5. ~150$
Maybe have a look at those free softwares for webcam use:
facetracknoir
freetrack
opentrack
H.O.T.A.S
Budget: ~70$
Thrustmaster T-Flight HOTAS X: Cheap, some buttons, full scale throttle... you'll be okay when combined with a keyboard. You have a twist stick, so you won't need Pedals. It won't feel premium, but it's okay and you can fly planes with it and have the "trigger and throttle" feel. It has not enough buttons and is generally not really a good HOTAS - I'd go for the more expensive Thrustmaster T16000m with throttle, but without pedals - you'll end up at ~140$ and have much more potential.
Medium Budget: ~200$
Thrusmaster T16000m HOTAS with Pedals. It's a good solution for beginners with a fullscale throttle, a lot of buttons and some functional pedals, you will be able to fly most planes and helicopters with this setup efficiently and have enough buttons to control them decently. Hands off the Saitek / Logitec sticks, the buttons tend to break easily and are too light (rhino) - they were actually not bad, but there is a QC issue atm.
Premium: ~750$
Thrustmaster Warthog HOTAS with MFG Crosswinds: That is a premium solution with decent gimbals, a lot of buttons, a good rudder control (the stick is not twistable, so you'll need some pedals). The base of the warthog has a known lubrication problem and gets sticky with time. You will need to fix that after 6 months - 1 year, depending on usage.
High End: ~1200$ +
VKB Stick or Virpil Stick and Virpil Throttle with deskmounts. The thrustmaster TPR pedals or the Slaw Device Viper. This is without question the Top End.
VR Glasses:
Oculus Rift S (best bang for buck option ATM) 450$
Oculus Rift (atm a super cheap second hand option, maybe to start with) ~250$
HTC Vive Pro (too expensive for what it is) ~1500$
Valve Index (not released yet)
Pixmax 5k (8K) (an exotic VR Goggle with a lot of potential) ~900$