http://lionbrand.com/patterns/70739AD.html?noImages=0Their new sock yarn is very nice, but I haven't seen it in the stores yet--I had to order mine from LB's website.
You can buy dpns in packages of five. This pattern uses size 2 needles. If you tend to knit right or really grip your needles hard, I suggest you buy natural needles, bamboo or some type of wood, instead of plastic or metal. They will be easier on your hands; however, you have to be careful because they can break! Size 2s are a pretty good size to start with.
Leisure Arts has a sock pattern booklet that is very good--it uses basic LB Woolese and bigger needles. This might also be a possibility if you don't want to try the smaller yarn at first (it can be challenging if you haven't tried it before). You can get LA booklets at most craft stores.
You might also try toe-up socks--they are my favorite, not as "fiddly" in the cast-on as top-down socks. This is a good pattern:
http://wendyjohnson.net/blog/sockpattern.htmAnd this is a great article on casting on for toe ups:
http://www.knitty.com/issuewinter02/FEATtiptoptoes.htmlGood luck! Sock knitting is the best! You will be hooked in no time.
And just wait till you see the hand-dyed sock yarns . . . . :evilgrin:
Edit: Try Lantern Moon (pricey) or Brittany needles--they're both very good.