Being that I'm just now getting into 3-gun (we still do not have local matches, but we are working on changing that), here are my suggestions/observations:
1. To start, bring what you got. Don't have it, borrow what you can to try it out. I started off running a typical mid-length home built AR and a Mossberg 500 8 shot. That is what I have.
2. I do agree with above, if you DON"T have anything yet...don't buy a pump to get started. Go ahead and get a semi-auto. It will definitely make a difference in time. I can run a pump pretty darn quick, but I still can't beat a cheap semi auto.
3. After watching a handful of 'out of the box' shotguns...get the Stoeger M3k or M3000. If you can afford it, go ahead and get a M2. You'll thank me later if you really get into 3gun.
4. Definitely go to the pistol matches and start shooting them. That will teach you the safety, the commands, and get you talking with others that may have already tried what you are thinking.
5. Don't be afraid to use someone else's gun, and if you have the firearms, lend them out. Kind of like buying a car, it is always better to test shoot something then buy it and not like it. One 3-gun match I went to had about 5 guys sharing one M2.
6. If you can, go ahead and build your AR, or at least start buying parts. All I say is this... skip the A2 front sight post. I was being cheap when I built mine and I regret that now that I am looking at 3 gun. I am still going to buy a semi-auto shotgun first before I replace my AR upper because I feel the shotgun is more limiting in my case.
7. Get a comp/brake for your AR. It makes a world of difference for <$100. Everyone has their favorite, and I haven't picked mine yet, but anything is better than the regular flash hider.
Go have fun. You won't be a pro the first match, so just enjoy it and watch your fellow shooters. Ask questions, there are a ton of know-it all's and some of them actually do!