Well, the "classic beginner flyrod" has always been the 8-foot six-inch 5-weight. Others may disagree - and feel free to, fellow Troutnuts - but this combo of weight and length is an excellent "all-purpose" flyrod for someone who is going after trout, panfish, and bass. It has enough length for you to learn effective casting techniques, and for you to throw some decent distance and decent-sized flies (including smaller bass bugs). Yet, it's not so long and heavy as to be impractical for situations requiring more delicacy (smaller waters, pickier trout). A six might hit the water too hard for smaller creeks, spooking the fish in clear waters; a four might not throw a big enough Woolly Bugger (especially weighed), nymph (again weighted or with additional weight) or fluffy dry fly (a big Wulff pattern or Hex imitation). Also, a nine-footer will put you in more trees than an 8 and a halfer, depending on how much tree cover you have to deal with (it's always there for me!). You'd be surprised how much difference six inches makes in this regard.
I would start with the 8 1/2' 5, and then as you find situations that would be matched by a larger or smaller rod, you can invest in those. I use a 9' 5-er for lake fishing out of a kayak (no trees!); an 8'6" 5-er for larger river waters (>25-30' wide with trees); and a nice little 7'6" 3-weight for smaller ponds and streams (TIGHT with brush and shallow clear waters). Oh, and an 8-weight nine-footer for big stuff (pike, steelhead, etc.).
As far as shopping: check out Cabelas. I have owned several of their less expensive rods over the years and have been very satisfied with them, same with their reels. As an environmental consultant and part-time college teacher, I haven't exactly had the budget for expensive gear, and the stuff I have purchased from Cabelas has stood up to some frequent and serious fishing. They've recently changed their lineup and I haven't tried any of the new models, but all past experiences with their fly tackle have been positive, as well as shopping both instore and online.
But...there's lots of companies making fly tackle these days (I've owned Redington and they make good stuff too). Feel free to ask this bunch all the questions you want, there's lots of experience with lots of fly tackle on this site! Best of luck with your shopping and fishing!
No matter how big the one you just caught is, there's always a bigger one out there somewhere...