Congratulations on getting your ticket! Now the fun really starts!
As far as the type of coax and connectors... Your choice of coax should ideally be based on your particular application, but as you will soon find out, if you haven't already, coax can be expensive so the final choice will be to get the best cable you can afford.
As far as what type of connector, you really don't have much choice in the matter. You will want to avoid adapters that mate one type of connector to another so it is best to put on the connector that matches the type of coax you are using and what it will be attached to. And just like coax, buy the best quality connector you can afford. There isn't a huge difference in price between good connectors and ones that are "acceptable", so don't skimp here. The most common connector used in amateur radio is the PL259 which is also referred to as a UHF connector. Don't let the name fool you! These connectors are used on almost every type of radio from HF to UHF. Look for ones that are silver plated.
As far as catalogs, you can't have too many! While most of the popular amateur radio suppliers have very comprehensive web sites, I also like print catalogs. (I keep most of mine in the "throne room", but you really didn't need to know that!) The easiest way to get a catalog is to go to the company's website and they will most likely have some sort of contact information where you can request a catalog.
The two biggest general line suppliers are AES (http://www.aesham.com/
) and Ham Radio Outlet (http://www.hamradio.com/
), but there are others.
Now I know I am likely to get a lot of flack over this, but the company that sells more accessory items than anyone else is MFJ (http://www.mfjenterprises.com/
). The thing to be aware of about MFJ is that they are known for making accessories for the "buget-minded" ham. Translation: you will undoubtedly run into those who have had issues with the quality of their products. Personally, I have been using the same MFJ manual tuner for over 20 years with no issues.
The best thing to do before you make any major purchase, is to check the reviews for that item right here on eHam. (Look on the left side of the page for the link) These are reviews from your fellow hams who actually own the stuff, not advertising propaganda!
Because prices can change rapidly, many companies do not print their prices in their printed catalogs so it is best to check their website for current prices.
As far as coax, I have had very good prices and service from DX Engineering (http://www.dxengineering.com/
If you are unsure about what to buy, you can (and should!) call them and ask. Yes, they are in the business of selling things, but these companies have a reputation to uphold and it is in their best interest to sell you what will best suit your application and budget, which in most cases will probably not be the most expensive.
Clear as mud, huh?