This seems to be the choice most are currently going for. It's very accurate for the price and you want the NTK oxygen sensor to go with it (sold together in this link)...
Ok, I went ahead and got the beginners & advanced courses from http://www.thetuningschool.com
I purchased the LM-1 wideband w/ it. This stuff is very well put together and is already teashing me lots. This is the best investment I've ever made.