Domains & Web hosting
All websites need two things, a domain name and he proper web hosting.
Domains are fairly straight forward. You can just visit www.GoDaddy.com a search for available domain names. If you find one you like, go a head and register it, as domains are relatively cheap. You'll notice, however, that GoDaddy will try to sell you many additional services and will offer to discount your domain if you do so. This is because the bulk of their revenue comes from these additional services that you don't really need and can get elsewhere for less.
When it comes to the second requirement, things get a lot more complicated. There are many companies out there, each selling different services at many different prices. It's important to have a sense of scope for your planned site so that you can get the features you need without paying more than you should. G2I can help guide you through the process of determining what you need and where you can get it. If your site is simple enough, we may even be able to host it ourselves. It all depends on what your site is for, what access and experience you have, and what sort of traffic you expect. Use the Contact link above to get a personalized quote.
Besides domain names and hosting plans, there are multitudes of other programs and features that are critical for some types of sites and insignificant for others. I recomend Ipswitch Products, particularly their award winning WS_FTP which I use for managing my own websites.