I picked up a nice one from Standard Razors (http://standardrazors.com/). Not cheap, but wanted something that was aesthetically pleasing as well as well made. Still cheaper than what I'd spend on Gillette products over a year.
I bought a Gillette Super Speed years ago on Ebay. They are widely considered the least aggressive and best for starters. I also have a Merkur Futur but I would not recommend that for a first timer.