Can't say enough about how much I love my sharpening setup - Rikon 8" slow speed with 2 CBN wheels (180 & 600 grit) from Woodturners Wonders, and a wolverine jig. Woodturners Wonders sells a nice bundle that includes the grinder and 2 wheels for a good price. I started off with the grizzly wet grinder and a homemade wolverine jig. The real thing is leaps and bounds better.
As for tools, I actually discourage getting a set. I bought the Harbor Freight set when I started, and found out that I only used less than half of them. I'd buy 3-4 good quality tools - 1 bowl gouge (3/8" to 1/2"), 1 spindle gouge (3/8"), and a roughing gouge (3/4"+). Eventually you'll also want to get a parting tool and a skew. I have a few carbides, but I find myself using them less and less since I upgraded my sharpening setup - takes much less time and effort to sharpen, so I do it way more often now. As for brands, I've heard good things about Hurricane from others. I've been getting Sorby tools, and WoodRiver. The Sorby's are definitely better than the WR, but the WR's are still pretty good.
Nova chucks are great - I have three of them (two G3's and a SuperNova2). The G3 is a great all around chuck that you can do a lot of projects with before getting something beefier.