On the civilian market there are only 2, Microsoft FlightSimulator and X-Plane.
MSFS is far more popular and has the better potential, X-Plane might have some better flight models out of the box (but the support and panels are terrible, and performance is also poor).
You can pick up MSFS 2004 cheaply now as a new version is due to be released soonish, another major selling point (MSFS 2004 is very nice indeed, and there are several excellent aircraft addons you can use for training, more on that later). I've seen it listed for �20 here.
For controls, the best sellers are CH Products yoke and pedals. Think about $300 for a set (maybe cheaper where you are, if your taxes are lower than mine), should last you for years.
For a good trainer aircraft (C172), see
http://www.flight1.com/products.asp?product=esd172 A mass market version of a product they developed for use with a flight simulator for flying schools, it's probably the best on the market right now.
Older but also good as a basic flight trainer, their C152:
http://www.flight1.com/products.asp?product=c152-1 Both are between $20 and $30
For improved weather generation the most popular (and best) product is
http://secure.simmarket.com/product_info.php?products_id=1333 Beyond that, the sky's the limit. You could add thousands of dollars worth of hardware and software, but for your initial purpose you don't need all that.
For under $400
you should be up and running
Once you find a place to actually go flying for real you could look at sites like
http://www.avsim.com and
http://www.simviation.com for renditions of that airfield or area (or select a commercial package if one's available).
