I second little knits- my box o' goodness came today.....
Kits can be limiting- once you like a yarn or a pattern, you can build it yourself with yarn you actually like!
some independent yarn shops also put togehter nice kits in the store. it depends on the type of object you really want to make. I've seen lots of scarf kits, but I am not so into making scarves.
If you can look at knitting magazines (like at the library or from a book store) they have lots of ads with different Yarn shops and their options. several feature kits, like this one:
knitpicks will tell you what you need for any of their projects, even if they don't sell it specifically in a kit. and they have great yarn.
you may have to search and click around... and then you can search the company name here to see if people liked it...