I decided to go the slightly "riskier" approach, and break with tradition. I bought a Thermal Arc 185TSW. I wanted an inverter-style welder, because of portability, and also the variable frequency is nice for aluminum work too.
I got mine for around $1900 shipped, and it came with a small pack of consumables. Basically everything except a helmet and gas bottle.
No, it's not quite a miller, or a lincoln, but Thermal Arc isn't exactly a fly-by-night operation. They've been around for quite a while. I did a ton of research, and talked online to several owners, and everybody who had one was very happy with it. Now i'm one of those people. I'm not using it for commercial work, just general garage stuff. If i was running a business, i might have bought something else (might have).
I really wanted a Miller Dynasty, but i just couldn't justify the almost $1K price difference by the time you include accessories. (the dynasty comes with nothing. everything is extra cost). All the other welders people are talking about here are real tanks. Nothing wrong with that if you have the space, and don't need the portability, particularly if you're new to tig welding. The machines discussed above are probably more durable, especially since you'll be grounding out the electrode alot while you're learning. (I assume from the way you worded your post, that you're new to tig welding)