Scuba dive for any length of time and you'll start wanting your own equipment. A natural follow-up question then is, "What equipment do I buy?" Let's look through all the equipment a diver needs, which you should buy, and in what order.
Your own mask is usually high up on the list of equipment to own. This could be for a few reasons. Having a properly-fitted mask increases the comfort of your dives. Masks are one of the more "personal" items you own, so having your own that you are comfortable with is an advantage. They also are small and easy to travel with. Factor in the price on top of that, and a mask is one of the first things you should own.
Snorkels are almost always bought in conjunction with a mask, so all the previous applies.
Fins complete the trio of a beginner's set: mask, snorkel, and fins. Some shops even require that you own each of these before beginning your open water certification. These three items also double as snorkeling gear, so their uses extend beyond scuba diving.
I was debating where to put wetsuits. In my opinion, I would rather have my own wetsuit than my own pair of fins. So why did I put it after? Buying a wetsuit is not so easy, since you feel like you are committing to a single diving locale by having to choose one thickness of wetsuit. Having to make this decision early in your diving career can be confusing. Thus, I say buy your mask / snorkel / fins set and use it for a while, then when you have a good idea where you'll do most your diving, purchase a wetsuit (follow our wetsuit guide for help).
Having said that, owning your own wetsuit is wonderful. I personally love knowing that I'm the only person that's peed in mine. Add a hooded vest for additional comfort and versatility.
Now we're getting into serious diving. A BCD is not a purchase for the casual diver. They are often bought by those beginning divemaster training, or people who have been scuba diving for years and are finally tired of paying BCD rental costs.
When buying a BCD, you don't need anything expensive or flashy (unless that's your thing). Make sure it has enough lift and fits you well, and you can get out with your wallet intact.
Regulators often go hand-in-hand with BCDs. This time, things can get pricey. Go with a solid regulator, even if it costs a little more. Remember, you're gonna be breathing off this thing under 90 feet of water.
I'm lumping pressure gauges, depth gauges, and octopuses into this category, since you will usually buy them with the regulator.
Weights are boring, but required gear. Don't bother buying them unless you often go diving locally without a shop. Traveling with them is unnecessary, since you can find weights anywhere.
Ditto for a cylinder. If you're in the market for one, you already know it. Otherwise, be glad you can get away with renting one.
This is all the required gear for scuba diving. Naturally there is other equipment, like computers, that comes up, but does not fit into this guide.
One last thing, buying gear is a big decision, but it's not life-changing. There are a lot of choices, so don't get too bogged down out there. Some people prefer to buy inexpensive gear as a beginner, and then upgrade later. The life on most of this equipment is in the 4-5 year range, so keep some perspective when making your purchase.
What are your thoughts? Would you recommend buying gear in a different order? Make your opinion heard in the comments.