Here is a fair guide as to what a typical thru "really" needs. It was written by Winton Porter, whose name will definitely come up as you do your reading.
http://www.backpacker.com/november_0...s/12659?page=4
As you flip through old threads on this forum, it's usually worth checking out "gear list" threads, where people post what they have -- weights included -- for other people to critique and make suggestions about. Read the lists and the comments, and you'll notice patterns of good ideas and common mistakes.
Open your word processor and start a list of things you might want. (Kinda like fantasy football.) Include prices, individual weights, and your thoughts; list a few alternatives you're considering for each item if applicable. As you read, you'll pick up on how to refine your list to something manageable.
REI is good, but don't be shy about cottage gearmakers like ULA, ZPacks, Tarptent, etc.; they are generally known for better (more specialized) lightweight products for long-distance hikers, as well as very strong customer service. Again, you'll pick up on some of this as you read.
One last thing: it's best to buy your backpack last. That way you know how much it has to hold and what sort of weight it has to support.