I've put together a few home gyms in my day. In the end it doesn't really matter what brand you get, weight is weight. But I would recommend getting a flat bench that can both decline and incline. My olysmpic bench has a squat bar on it that you can pull up to do squats and also has leg extension curls. You might want to invest into something simular unless you want to spend the extra and buy a squat rack. With a bench like mine and some dumbels you can pretty much do any workout you need

I've had a Powertec workbench for 10 years and the thing is reliable! It has an adjustable bench, lat pull down, back row, leg extension, ab crunch and squat machine. The adjustable bench also doubles for a shoulder press and there are interchangeable parts that allow for curls.. It's modeled like a hammer strength so it's relatively safe to use on your own without the fear of dropping weights onto yourself without a spotter. It's probably 12L x 8w x 7h. It ran about $1000 when I bought it. It's a nice piece of equipment to have in your house. I've added a chin up/dip/sit up piece to my Powertec along with PowerBlocks and it's great for when I can't make it to the gym.
Nothing beats having ALL the facilities a complete gym has!

I don't know your budget but if you're looking to get stronger you can't go wrong with this cage http://m.dickssportinggoods.com/product/index.jsp?productId=12453823&cp=...
I own this cage and it works great. I think maxium capacity is 600 or 700 lbs. If you buy a cage, make sure to get an adjustable bench that has a capacity for the weight you intend on using. Dicks Sporting goods also sells a bench that goes with the above cage. My only other suggestions are: lots of Olympic free weights and a couple bars. I have about 600 lbs and two Olympic bars. The two bars help speed up workouts by not having to strip the weight when doing supersets. Also, I don't know how you feel about lifting scraps but I use the for pull ups and deadlifts. And maybe get a set of gymnastic rings which are great for dips and body body rows. Lastly, if you can complete all reps and sets of unassisted pull ups, then buy a weighted vest or something similar. Good luck!

Get a welder and some angle iron and bars along with a big drill and boom..... Power rack

You've gotta get your ass a shakeweight. Never start a gym without it.

I bought some of those selectable dumbbells that click round and the plates come off for different weights, after 6 months the plates start falling off randomly like when you're locked out at the top of a press and fall on your face, seemed like a money saver at first, not so much when I was icing the bruises :-)

I bought fixed dumbbells after that and never looked back.

A good olympic bar is a must, cheap ones have flaky chrome which comes off and sticks in your skin. If you squat or deadlift heavy make sure it's rated for the weight, I bent a few cheap ones. I had to take my own one to the gym as they had 3 rated for 150Kg, now they have 3 banana shaped 150Kg olympic bars and one good one :-)

Get ex-demo or used commercial equipment, don't bother with home multigym or home benches etc unless you're a beginner. Once you get over 100Kg racked up on anything but pro or commercial gear it starts getting really dodgy. They bend and move around too much and if you haven't got a spotter it's a good way to hurt yourself.

I bought some semi commercial stuff and even that was broken and bent within a year of use, all the adjusters had stripped their threads and the stuff was getting rickety.

In the end I picked up gym clearance gear from ebay and local auctions. Stuff was built to last, I sold most of it for what I paid or more when I joined a local gym.
I missed the social side of going to the gym :-)

Bro, I one time bought an adjustable bench, squat rack, straight bar, and ez curls bar and 400lbs of Olympic plates for $25 bucks that some dude just had laying around in his garage. That's the great thing about what we do, there r alot of weekend warriors who gave up on it. U just have to find them and relieve them of it!