http://www.backpackgeartest.org/ <-- great site.
campmor.com is a definite favorite of mine for bargain hunting. On lots of items they are usually slightly cheaper than REI. REI does have a bomber return policy, though.
Definitely buy your pack and boots somewhere local where you can try them on. There are no REIs in CT but some in MA if you're willing to drive. Any store that sells packs should have weights you can put in them to simulate different loads. Try on boots until you find a pair you like, then go strap on a loaded pack and walk around the store for 5-10 minutes. Repeat until you've found boots and pack you like.
Important thing for boots - your toes should not contact the front of the boot. On downhill grades, your foot will slide forward in the boot, and if your toes touch the front of the toebox, even a slight impact repeated over miles will give you black toe (toenail gets bruised and falls off). REI has a ramp you can jump up and down on (with your toes pointed down obviously) to test this; if a store has no ramp, kick the toe of the boot against the ground and in general wedge your foot as far down as it will go to make sure there's no contact.
Sleeping bags - definitely mummy if you're going to experience overnight temps lower than 40F. Mummys weigh less and pack smaller than rectangular ones anyways; I wouldn't backpack with a rectangular ever. Down bags pack down tiny and weigh less than synthetics, but if they get wet, there goes your insulation value. Synthetics still insulate even when wet, and cost less.
And here's another vote for the non-inflatable foam pads. They don't have spectacular R-values, so if you're wanting to go out in weather significantly below freezing, they may not be enough. Otherwise I would take them hands-down over inflatables since you don't have to baby them or pack a patch kit.
Second the motion of not using most of the mess kit. Saves weight, space, and time spent cleaning. My cooking equipment, in addition to the stove, consists of one pot, its lid (or just aluminum foil if I'm trying to shave ounces), and one spoon. I might take a thick cotton sock for a potholder if I think I'll need it. I just eat straight out of the pot.
Tents - FULL COVERAGE RAINFLY. There are a lot of el-cheapo tents out there that have partial rainflys, which are basically useless. Even if the rain falls straight down, many of these will shed water directly onto the tent fabric, which will happily wick it inside your tent the instant something touches it on the inside. And backpacking tents aren't known for their roomy interiors. If insects and heavy rain are not issues, you could go with a tarp shelter and groundcloth to save space/weight.
Also, get tent stakes other than the aluminum shepherd's crooks that usually come with the tent. I hate them, they suck, they bend in anything other than perfect moist rock-free soil. I bent a titanium V-stake on its first outing, so no more V-stakes for me. Y-stakes and nail stakes are next on my list.
You need a groundcloth for your tent, to protect its floor. A groundcloth is essentially sacrificial - it takes the brunt of the abrasion from stuff on the ground so your tent floor doesn't have to. So why bother spending $30 on a brand-name groundcloth? Just go buy a painter's plastic dropcloth and cut to fit. Get something reasonably thick. Replace it once it starts showing holes.
If you're going out when the forecast calls for rain, I suggest waterproof/breathable pants and gaiters (just straight waterproof is fine, unless you want to splurge on breathable ones) in addition to the jacket. Anything more than a very light rain, and water will soon be cascading onto your pants from your jacket.
As far as food - lots of carbs and fat. Protein takes a long time to digest, and you use up more water digesting it than carbs/fat. Not saying leave the protein out entirely, just don't make it the majority of your calories. My first backpacking trip, I had stupid insane amounts of beef jerkey, and hardly any carbs/fat. I cannot begin to describe what that felt like after 24 hours... I had eaten all the trail mix and all three power bars, and I was craving *anything* but meat.
There should be websites for national and state parks in your area. It's insanely hard to find maps for free online, but look for two things - 1) 'primitive camping' / 'walk-in campsites', and miles of trails / size of the park. Call promising parks and ask about backpacking, how far the campsites are from the trailheads, etc.