Peterson sells some good kits for beginners and they are a bit more comfortable to use than the Southord ones mentioned above:
http://www.thinkpeterson.com/picksets.html#LESS%20EXPENSIVE%...
Of course, its up to personal preference, they are both great brands.
Subreddit:
http://www.reddit.com/r/lockpicking
Plus there getting starting guide:
http://www.reddit.com/r/lockpicking/comments/bzq80/where_do_...
PXS-14 Kit:
http://www.lockpickshop.com/PXS-14.html