Regarding Calvin's request, his current strength level should be considered. I'd always had access to athletic weight rooms but reached a point where I was so busy I wanted to start picking up pieces and putting together my own home gym.
First item was weights and a bar. I bought a couple of "cheap" metal olympic sets so I could have up to 600lbs. First day doing cleans and the bar bends. I take it back to the store and they replace it. Second time I do cleans it happens again. Most any bar will work for squatting, benching, deadlifting, but not olympic lifts...get a good bar.
Second item was a squat rack. I build mine but you can purchase serviceable ones for fairly low cost.
Third were bumper plates and a good olympic bar. If I was doing it all again, these would have been the first thing I got. For someone who isn't big on the O-lifts maybe it isn't as important.
Here's a pretty good setup with free shipping that would cover a lot of bases:
