Welcome to the
world of heli's
If you want to build a quality heli you should buy the best parts you can afford .
If on a budget then try to at least buy a good tail servo and gyro and maybe save a few $$ in other areas.
For servos you need 3 for cyclic control , these move the rotor head left, right , forward,backward for directional control as well as up and down to control pitch.
The other servo controls the tail , this is where you want to go good quality and fast speed
Cyclic servos can be as simple as HXT900 plastic gear ones http://www.hobbyking.com/hobbyking/store/__662__HXT900_9g_1_6kg_12sec_Micro_Servo.html
or you can use more expensive metal gear ones that will survive a crash better .
There are a lot of good tail servos , I use the Inolab 261HB Carbon Gear Servo http://www.hobbyking.com/hobbyking/store/__10522__HGD_digital_261HB_Carbon_Gear_Servo_20g_06sec_2_4kg.html
I found the cheap gyros like the HK401B did not hold the tail very well so I bought a Spartan Quark http://www.hobbyking.com/hobbyking/store/__10484__Spartan_Quark_MEMS_AVCS_Gyro_V2_02_Black_.html
HK has the best price I have seen for these and if you want to move up to 3D you will need a good gyro.
For motor something like this will do to start you of http://www.hobbyking.com/hobbyking/store/__9021__Turnigy_Typhoon_450H_2215H_Heli_Motor_3550kv_450_class_.html
or this http://www.hobbyking.com/hobbyking/store/__11172__Turnigy_450_H2218_Brushless_outrunner_3550KV.html
Combined with a 13T or even 11T pinion they should do the job.
You will need an esc minimum 40 amp , a lot use the turnigy plush esc's http://www.hobbyking.com/hobbyking/store/__2165__TURNIGY_Plush_40amp_Speed_Controller.html
You will need 3.5mm bullet connectors as they do not come fitted to the esc/motor and some 5mm heat shrink to insulate them after soldering (I hope you can solder) http://www.hobbyking.com/hobbyking/store/__68__PolyMax_3_5mm_Gold_Connectors_10_PAIRS_20PC_.html
If buying batteries from Hobbyking they will have XT60 plugs fitted so you will also need a XT60 male plug to solder on your esc.http://www.hobbyking.com/hobbyking/store/__9572__Nylon_XT60_Connectors_Male_Female_5_pairs_GENUINE.html
For batteries the most common used are 2200mah 3S with a minimum 20C discharge rating (higher C rating is better but 20C will be fine until you want to push things a bit further)
Nanotech batteries are good quality http://www.hobbyking.com/hobbyking/store/uh_viewItem.asp?idProduct=11944
but basic Blue turnigy will be ok http://www.hobbyking.com/hobbyking/store/__8932__Turnigy_2200mAh_3S_20C_Lipo_Pack.html
You will need a 6 channel reciever to match whatever tx you are using
It is a good idea to stock up on spares like main gears , main and feathing shafts , flybars and paddles ,tail shafts , main and tail blades etc that way if you crash you dont have to wait 4 weeks for more parts to arrive.
You may not be able to get all the parts from your regional warehouse and may need to make a second order from the main warehouse in Hong Kong
It is also good practice to use stainless steel screws as the HK ones can be low quality , you can get kits made by RC Screwz . I found some on ebay.
Also get some blue loctight for the screws
If you take the time to look around the forum you will find lots of build threads with heaps of info
Its 2am and I got to go to bed now so I will let the others finsh off the list if I have missed something and add their suggestions as well