REASON all the way is my advice
It has everything you need inside it (from sequencer to synth and effects, sampler, mixer...).
Last night I composed some music in Reason, and I was surprised to see that I could use a piano in the NN19 sampler, and some etheral pads on the SUBTRACTOR synthesizer... adding some reverb and delay modules, a compression..
Reason is very amazing I must say.. The only missing thing is "controlling external midi devices from within Reason and routing LINE IN audio to the mixer of Reason" or maybe it is inside the program but I didnt see it (to use my external synthesizer with reason directly).
I was just happy to confirm that you can compose any kind of music, not just trance. What I composed was very much industrial and ambiantish.. nice for 1 program.
but buy the full version, its much better... the demo only comes with a few bass sounds. Full version comes with a CD full of hundreds of classical and modern sounds for the sampler and the synthesizer, plus drum kits for the REDRUM drumbox.
Go there:
http://www.propellerheads.se/products/reason/rack.html
If you already had a studio full of gear, i would direct you to something else, but since you dont have anything yet, reason is a great start.. plus you'll learn a lot about equipment in general.
Ah.. get a US$100 MIDI controlelr (keyboard) it makes composition in Reason much better and "human"
If later you want to invest more money, I would advise you to get arack mounted smpler, a synthesizer, a digital mixer, an ADAT recording card on your computer, Cubase VST 5 to sequencer.. etc.. but this comes later.
Hope all this helps Mikael!
welcome to onlineDJ!