I am going to "buck the system" on this one. Last year I bought the Orvis tying kit and really enjoyed it. Granted I outgrew the vise fairly quickly, but it had a lot of materials and good book with it.
Fly-Tying Tool Kit for Beginners / Orvis Fly-Tying Kit with Manual -- Orvis
The case that it comes in is not what is shown on the site. But for a starter kit....I found it to be a great kit.