Hey Shake. Mind if I call you Shake? Well, too bad. Anyway, as far as getting a radio setup, your best bet I think is to buy a 'set'. This includes the transmitter, matching receiver, servos, batteries, and some other accessories. This way, you don't need to worry about whether the pieces will work together. Here are some examples:
http://www2.towerhobbies.com/cgi-bin...&I=LXEFJ4**&P=
http://www2.towerhobbies.com/cgi-bin...&I=LXKJD8**&P=
http://www2.towerhobbies.com/cgi-bin...&I=LXHYK7**&P=
There are countless other examples of course, but when you're just starting out you don't need anything too complicated.
Now, if you already have a transmitter or a receiver and want to get the other part to match, that will require a little more research. I would start by looking at equipment from the same manufacturer. Then look at the kind of signal it uses (AM, FM, PCM, etc.) Then start looking for the number of channels (or functions) that you need to control. (A standard trainer type airplane uses four: Ailerons, Elevator, Rudder, and Throttle).
Hope this is helpful...