You will want to probably turn other things soon - least wise I did - and I
invested in 3/4" roughing gouge (Crown). It's a good medium duty tool to make
squares round. I also like to use this gouge to do the initial rounding of the
pen blank but I can get impatient.

I agree that sharpening will be a big item and you will need to sharpen/hone
your tools out of the box as well as keep them sharp. I have one of the small
Delta wet wheel grinders($55 or so at Lowes) that does okay for most of my
turning tools but doesn't do well trying to do any of the more fancy grinding
angles on gouges or on any of my scrapers. (I did get a Wolverine system for
Xmas from SWMBO.)

You will need very sharp tools for some of the more exotic hard woods which can
be brittle. A sharper tool isn't as prone to catch unless you get too
aggressive with your cut. It is frustrating to be taking the finsihing cuts on
a pen only to have it come peeling off the insert (grrrrrrrrrrrrrrrrrr).

Would also suggest a small parting tool - Sorby has, I believe, a 1/16" partig
tool that does well with pens. Some of the kits you may want to turn require
peeling off part of the blank from the brass insert or precisely placing the
insert with part of it sticking out of one end of the blank during the glue up.
I find the peeling to be easier.

Some people really like the mini tools for turning pens and other small items.
I am not a big person but I still like tools with a bit more heft and longer
handles - I find that I can control them a bit better. This is just something
to think about.

Would suggest that you look at Craft Supplies (do a google search for them) and
I think Woodcraft has already been mentioned. Both places will have a good
assortment of tools, finishes and sandpaper.

Enjoy your new hobby - turning is addictive though. I've been hearing talk
about advocacy groups setting up treatment centers to deal with this condition
complete with in-patient detox units - gotta get the shavings and dust out of
your system. Then having those addicted attend the newly formed WTA.

Michael