I'm still somewhat of a newbie. I've only been blissing on hookah for a few months. I bought a Mya Bambino and while it's a great little hookah and was a fantastic bargain, I wish I'd purchased the Mya QT or the Mya Chic first. I'll never get rid of my Bambino, it's too easy to clean and travels really well, but I'm moving up to a KM very very soon.
Also, spring for a decent bowl. You don't have to spend a fortune on one, but the cheap Mya bowl that came with my hookah had lousy heat management and then cracked in half one day when I was putting it on the hookah. In my opinion, a nice, thick bowl is a must for durability.
I suggest you buy extra grommets for whatever hookah you purchase, they're cheap and they really come in handy.
As for coals. I LOVE Shishaco naturals. Love 'em love 'em love 'em. The Cocos are good too. I like natural coals. I bought some Al Fakher naturals and I think they suck, I'll never buy them again.
If you buy a small hookah, I strongly reccommend springing for a bigger tray for it. The Mya trays are tiny and coals roll like crazy. You'll need a wide tray and something to set your hookah on that won't be ruined when a coal falls on it. And coals WILL fall on it.
I also recommend surfing this site thoroughly for reviews on whatever you are interested in buying. This site is a huge resource for researching hookah and hookah accessories.