Hi, I'm a bead maker & I teach beginner & intermediate classes in Portland, OR. This is definitely a craft you want to take a class to get started, esp. if you don't have any experience working with a torch. Its pretty easy to find a beginner class which should run about $100 & include all materials, tools & supplies. Its a good way to find out if you like it without buying any stuff, anyways.
Other options include renting videos (www.smartflix.com
has a bunch) and books. Also, http://www.lampworketc.com
is a great beady community as well as http://wetcanvas.com/forums/channels.php?s=&channel_id=40
If you do decide to go it alone, there's lots of info & vendors on these sites to help you get started. Good luck & have fun, its a fun hobby!