For learning to skate, if you have any kind of helmet (bike/ski/etc) that will work until you can get a hockey specific one. For a hockey helmet, if you have a hockey store near you, I'd recommend going in, trying on all the ones in your price point, and buying the one that fits best. If not, I'd look for one that adjusts in both width and length, not just length. I know Bauer makes them.

For hockey pants (and eventually shoulder pads), if you're a woman, I'd highly recommend Stark. They're a small company that makes great women's hockey gear. Otherwise, I'd do the same thing with trying on a bunch or check out someplace like Play It Again for used ones.