Re: slow,medium ,fast med/fast etc etc please explain
The "speed" descriptions of rod action refer to either how deeply the rod bends during the casting stroke, or how quickly the rod returns to a straight line after being bent. These two things often coincide, but there are some exceptions, I'll cover those later.
A rod described as "fast" generally bends in only the top 1/4 to 1/3 on a normal casting stroke. (35' or so) A "medium" action rod will bend down to the middle third, and a "slow" rod will bend deeply, sometimes even enough to be felt in the cork grip. A medium-fast rod will bend slightly more than 1/3 of the way down on this stroke, and most current fly rods fall into this category. The exceptions are a few rods on the market that bend like a medium action rod but snap back to a straight position very quickly. Some would call that a fast action rod for that reason, but most would describe it as a medium-fast rod that "generates tremendous line speed" or something like that. Winston's old BL5 rods fell into that category.
As far as what's best for you, its hard to say, but a medium fast rod is a safe bet. It is generally easier to learn on a slow-medium rod, but that rod will be frustrating when you are wanting to cast long distances on stillwaters. Long casts absolutely can be made with slower action rods, but its not the ideal tool for the job. A Fast/Tip action rod is generally viewed as a more expert caster's rod due to the fact that it's lack of flex makes it less forgiving to imperfections in casting timing. There is also a better chance that your casting stroke won't be suited to a rod at one end of the action spectrum. If you get a medium fast rod and decide you want a slower rod for small streams and such, you can then get one of those and keep the faster rod for lakes, driftboats, and other situations where you need to make longer casts or cast big stuff.
One of the most popular beginner rods out there is the TFO pro series. They are a medium fast action and both the price and warranty is outstanding. ECHO makes a fantastic 9' 5wt as well, and The Full Creel would be happy to set you up with one of those. If you do go with that Sage FLi, i would recommend getting the four piece version so you can take it on a plane should you get a chance to fly to Colorado or Arkansas to fish. If it were me, I would look seriously at Scott's new E2 series as well. I think the price is about the same as the FLi.
The best option of all is to go to that shop that stocks lots of rod brands and cast a few different ones. Nothing I have said here is worth nearly as much as doing that and figuring out what best suits you. You'll be happiest by far with the rod that feels the best to you, no matter the price.
Oh yeah, get a really good fly line too. Nothing can mess up a great rod faster than a crappy line. All the manufacturers of great lines also make lines that are cheap as well. I don't mean inexpensive, I mean cheap and all that implies.
By the way, I have nothing against Sage rods. I've got one and would love to have more. I'm just one of those who always fights for the underdog, and Sage has been atop the heap for quite some time.
Also, see if that shop has any Sage VPS rods left. I think Sage is discontinuing them and that would be a great medium fast rod to start out with. Its based on their RPS blank and the RPS is widely viewed as the rod that put Sage on top of the heap. I think Doug McNair has a RPS that he loves like a family pet as well.