Ikebana's suggestions are great!!
I started out with the lipglass and eyeshadow, which is a good place to start since MAC's got a great color line!! I also love their eye kohls, blushes, Fluidlines, Blot Powder, and lipsticks. I want to try their fave stuff sometime soon, and I'm thinking I'll try the Studio Finish and Select Cover Up Concealors as well as the Select Tint. Specific color recs:
Lipglass: Viva Glam V, Cultured, Prrr, C-Thru, Underage, Lovechild, Revealing, and Mad Cap
Eyeshadow: Jest, Mulch, Nylon, Phloof!, Shroom, Satin Taupe, Bronze, Greensmoke, Tempting, Humid, Swimming, and Naked Lunch
Eye Kohls: Smolder, Teddy, and Tarnish
Blushes: Trace Gold, Ambering Rose, Foolish Me, Pinch O Peach, and Blushbaby
Fluidlines: Dipdown, Waveline, Rich Ground, and Macroviolet
Lipsticks: Fresh Brew, Plink!, Politely Pink, and Viva Glam V
Those aren't all my faves of course, but a few!!
I'd also suggest looking at pics of these items online (here or MUA is a good choice!) since you can't see them in real life. It'll help tremendously!!