Well, you'll definitely need a filter and heater. For the filter, its best to overfilter the water, so look for one that is rated for twice your tank size, atleast. For the heater, you should go with 5 watts per gallon, so it you get a 20g tank, get a 100w heater. I like the ones that are submersible and let you set the temperature. My favorite brand is Visi-therm Stealth, but any brand will work. There are many choices for filters. Most people use HOB (hang on back) filters like Aquaclear, Penguin, Whisper. My favorite is Aquaclear.
If your local fish store (LFS) has good prices on equipment, get it there. If not, I like
Big Al's Online. I buy most of my supplies there or at
Drs Foster and Smith.
Other things you need are some dechlorinator (water conditioner), nets, gravel/substrate, background, and plants (live or fake).
I agree about hex tanks...they just don't have enough swimming room. Fish swim horizontally, so a long tank is better. Hex tanks are taller, so really are only for a few fish in a show tank or a pair of angels...not much else. You can probably get a bigger tank that is long for about the same price as a 20g hex...bigger is better. Go for a long tank over a tall one. Hex tanks have limited room, so that means less fish.
Welcome to the site! I'll warn you, this is an addicting hobby!
*Oh, and definitely read the stickies...it will tell you alot and hopefully keep you from making alot of mistakes!*