Can I be the first to say www.litemachines.com Corona 120 ?!?

(yup, I think I was)

Micro helis like Pic/HB/Feda/Hornet are very small light and unstable which means they aren't great for learning on. Unless you get the collective pitch variant (not wise as a first heli!) then you can't really fly them out doors unless it is DEAD calm!

The Corona on the other hand is quite a bit bigger/heavier so that it's much more stable for a beginner. It's also as tough as old boots, without argument the most durable r/c helicopter there is (see the videos of it crashing and flying agin on that web site!).
It can be flown in some wind.

It's only downside (compared to the micros) is that you can't ever contemplate flying it indoors unless you go to a large sports hall or something.

I've got an HLG200 in mine - it is a good, cheap heading hold gyro. Again HH gyro is better for beginners than a simpler "rate" gyro as you don't need to spend your entire life worrying about tail control (you'll have enough to worry about with cyclic and throttle!).

Before you do ANYTHING else get yourself a PC based heli simulator. FMS is OK and a free download but Preflight (www.prefglightsim.com) is perhaps even better as it's heli simulation is much more realistic. I wouldn't contemplate trying to even statically hover a real model until you can fly around with ease and control to withing a few inches the helis in a simulator (cuts out a LOT of expensive crashes early on).

Cliff