First thing you should do is decide how much money you can spend, often enough your budget guides you to your first helicopter.

Try to get the best radio that you can afford, with the features that pertain to helicopters. (eg: digital trims, gyro gain settings etc.) The JR8103 and the RD6000 are good entry level radios.

Buy a good gyro, Heading Hold is NOT mandatory! Most guys (including myself) do prefer them during 3D maneuvers.

Stick with good quality dual ball bearing servos, nothing too fancy for your first machine.

NOW you can start looking for a heli.
You can get the most expensive, top-of-the line heli. out there but with poor radio and electronics your limiting yourself before you even get started.

Best of all check out what HeliProz has to say for the novice, it is very informative:

http://www.heliproz.com/novadvice.html


Good luck!