You can start simple with a single light and a good reflector. Mike's right. I have a relatively small shooting space (20 x 25) and I use my three 750w/s heads at half power or less most of the time. I typically use a softbox / stripdome on one and umbrellas on the rest. I have four heads total.
One effective setup is to use one head and a reflector. You can even aim the head INTO the reflector if you want LOTS of light.
Pick one head that you think you're going to want to build on. I use Calumet Travelite monolights. You could also try Dynalite (RG's favorites) or Novatrons. Go for the bucks for one decent head and get to know it. If you don't like it -- go on to something else and use this head as the drag-it-to-location head.
Best of luck
One light and a reflector: