I would swing by Cabelas and check out their Three Forks rod and reel combos. A 5-weight rod is what most consider for "all around" use.... kind of like a medium-light spinning rod. For panfish alone, I would suggest a 3-weight... kind of the equivalent of a light action spinning rod. The Three Forks setup comes ready to go. Reel loaded with backing, floating line, and a leader. Just add a fly and start in on em.
Leaders: I prefer a leader/tippet length about as long as the rod I am using. Leaders are tapered.... thick where it attaches to your floating line, tapering down to whatever you like. This helps you lay everything out straight (you will hear the term "turn over"). For panfish, I like a 4x or 5x leader. Some folks will attach a short (1-2ft) piece of non-tapered line onto their leader to extend the life of the leader. This way you are cutting cheap level line each time you change flies instead of leader. This level line we call tippet. I use a small spool of Trilene XL monofilament line that most use for spin fishing. It is way cheaper than stuff labeled as "tippet" and just as good for what you are after.

Flies: panfish will try and eat most anything you put in front of them. BIG panfish are more picky. Brightly colored poppers with hooks size 8-12 are fun if they are hitting top water. Size 8-12 black woolly buggers, small minnow looking flies, and bead head nymphs in a size 10 or 12 would get you started. For nymphs, try hares ear nymphs, prince nymphs and pheasant tail nymphs.

Start with that. If you need anything, please please please feel free to give me a shout!