Sorry guy but I'm not familiar with any tool kits. I guessing that the one from Cabela's contain Indian or Pakistani tools. Not very good. Get a few catalogs and pick out some decent tools: Scissors, Bobbin, Hackle Pliers and a Vise. For vise look at Danvise, Renzetti Beginner, Regal Inex, Spartan or other American vises that can be gotten for <$125.
As far as materials - again, like others have said, not a fan of 'kits'. They contain too much junk.
See if you can get in touch with an experienced tyer, discuss what you'll want to tye, perhaps he(she) will suggest a book and walk through a comprehensive catalog with you.

If you have any specific questions - post them here. I'm sure you'll get a lot of responses (some better than others, mind you, lol).

Allan