Gurus already suggested the best.

Just to give you an idea, I started learning and doing things with 8051, by using Atmel's 89C2051. I found this chip is relatively easy to understand.
Or you can start with Atmel 89C52. A full fledge 8052 microcontroller with 8KB flash for code.
You wouldn't need any external device if you have fairly simple applications.
For the programmer I got my first programmer from www.kitsrus.com. I paid jut $35 plus shipping.
Check out.

Rauf