Really depends on what you want to do with them. Woodworking? Metalworking? Gunsmithing?
I'm going to assume that you want a general do-all set of tools.
You need a good hand saw and then a circular saw. Next buy a jig saw. Then look into a power compound miter saw. Then maybe a table saw. Basic levels, tape measures, angle measuring tools, hammers(framing and maybe a ball pein type), cordless drill then a corded drill
Buy a tool box first!! Does you no good to have lots of money tied up in tools and no way to keep them dry and clean. I'd recommend a good roll around but you can get by with smaller plastic boxes first.
Get a good air compressor. Get the largest you can afford/fit into your work area. Basic set of wrenches, sockets and so forth. I like Craftsman for that. Good warrantee and easy to use....Sears is all over the place. SK makes the best but you will pay for it and the warrantee is just as good as Craftsman. SnapOn is good but overpriced. You won't regret buying Craftsman sockets and wrenches and screwdrivers. Then start buying tools as you need them. I like to buy specialty tools as I have the money. That way, when I need them, I'll have them to use whenever I want and not have to buy them. Eventually you will want to purchase a good oxy/acyl torch set...expect to pay about $600 for the torch and bottles.
Thats a basic idea. Not all inclusive by no means but a good start. You could get set up with a good basic set of tools for about $2000...not including a fancy tool box. Don't let that scare you though. You can get started for about $500 with sockets and saws and basics. Once you have a basic set of tools, just buy a new tool with every paycheck...even if it's an inexpensive tool. Before you know it, you will have plenty of tools.
I started amassing tools about 8 years ago and now have probably $8-10k worth. I have a pretty decent collection but want more. It's like black rifle disease...can't stop!! Actually I have the BRD under control. It's the tools that are out of control!!