Welcome to the Snowboarding Forums! You've come to the right place. I think first of all you should learn about what snowboards you think you might be interested in, Free-style or Freeride, post your weight, show size, and budget on your first board.
I don't think you should shop your board at places like Big 5 or Sports Authority, as they have some crappy boards like Lamar, 247, Santa Cruz. Go check out your local ski and snowboard shop, ask the saleperson what they recommend, then go home and do your research. Jot down a couple of choices, and we can help narrow down a couple more boards towards your preference. Then shop online, and go back to your local snowboard shop, see what they have. Usually it's cheaper to shop online, but local shops may give you a pricematch to the price online as they don't want to lose business because of it. Also local shops are a plus if you have any problems with the board, and is the place to go to for your snowboard needs.
You can probably get last years snowboard for half off at local shops or online if they're still around at this time (it's getting to be well into the season though), they're trying to clear out their older stock. Boards usually get discounted around March or April (2 of my friends got Rome Agents for half off, which is a great all-mountain free-style board).
For a first board you may want to get a all-mountain board, unless you know you want to go free-ride or park all the way. Also a slightly shorter board may allow you to learn faster, give you more control of the board in turning; but you can jump to the perfect size and do just fine as your progress.
A good price range for a snowboard is $200-$400, top of the line boards peaking at like $600-$800.
bindings $80-$200 (Rome 390 and Union Force are great choices)
goggles $30-$80, though some can range from $100-$200 (cooler designs, and tech behind the goggles)
Well good luck!