Higher grit stones are expensive so if you are just getting started, I would wait till you are sure you want/need one before you drop the $. Everything over $60 ships free from CKTG so you won't pay more waiting till later. I don't own a 8k+ stone as 5k is getting close enough to a mirror polish for me and I jump to strops from there.
The shapton pros are my favorite stones so far. I would start with the 320, 1k, and 5k set. I prefer the 1.5k to the 1k pro in a 3 stone lineup as it has better feedback and I like the scratch pattern better, but that's more of a personal preference thing. If you spring for a 4 stone, I would go 320, 1k, 2k, and 5k every time. It's a great progression, imo
I don't own the green brick or snow white so I can't comment there, but they do get some great reviews around here.
The stone holder and 140 plate combo is an excellent addition to any lineup. Strops are invaluable as well so I recommend the holder/plate/strop combo http://www.chefknivestogo.com/stsetwiunhob.html