Crossdressing for the first time can be a daunting affair. Most men will find that they initially are drawn to a particular item of clothing, this would obviously be a natural place to begin. By starting small like this you will not only save money, but also work on overcoming your initial fears.
I don't recommend it, but if you'd like to try getting dressed fully as a woman, you want to find something that will make it easy to look feminine. A skirt that ends below your knees and a long sleeve blouse is a good place to start. You may find that if you're broad shouldered you'll need to get a larger blouse than skirt. It is usually more difficult to find a dress that fits a man's physique well. This outfit will hide your (likely) unfeminine knees, and broad larger biceps.
Make sure you shave your legs, arms and face. Put on a pair of pantyhose and find some low heels or boots to match your outfit. As for intimates, wear a bra stuffed with padding and a pair of panties to keep your unfeminine parts in check.
For clothes I highly recommend Newport News - I've found their size guides to be fairly accurate. They accept returns and have a good selection of clothes. For shoes Zappos has a selection of larger shoes (you're likely to find you'll need a wide, and a size or two larger than your regular shoe size).
Makeup is a bit trickier. If you want to be discrete you can order online, but it's hard to match your color. As a general rule try to wear foundation that matches your skin color, or is slightly darker. Also, don't go overboard on the mascara and lipstick - your makeup should accent your beautiful face, not be the first thing someone notices about you.