What tools to buy largely depends on what type of gunsmithing you want to do.
First step is to get a print catalog from Brownell's and Midway.
These are THE places to buy tools:
http://www.brownells.com/
(Money refunded with the first order)
http://www.midwayusa.com/
First tools to buy:
A set of real gunsmith's screwdrivers. The best are the Brownell's Magna-tip.
Break a bit, and they send you a free replacement.
Buy the biggest set you can afford, and buy all the available sizes in the first 4 or 5 sizes.
A GOOD bench light.
A Opti-Visor magnifier visor in your choice of focal length.
A small ball-peen hammer.
A brass hammer.
A plastic hammer.
A GOOD set of needle files.
A good set of punches.
A set of "starter" punches. You can make these by simply cutting standard punches off to about a 1/2" working length.
A set of roll pin punches.
A good small adjustable vise.
Ceramic stones in square, triangular, and knife edge.
Buy other tools as you need them.
If you have specific guns you want to work on, buy the Jerry Kuhnhausen gunsmiths shop manuals. These are the best gunsmithing books ever printed.