I just went through getting a beginner setup so I would be happy to share whatever insight I have. The #1 thing i learned is that it is very important to get stuff that fits properly. I am a big guy so i had a tough time finding proper gear. I snowboarded for the first time last year and had some bad experiences with stuff that was just too small (4 inch toe drag?!?!?). I went to a lot of board shops, tried on whatever they had in my size (which was limited) and tried to find things that worked for me. I felt bad for not buying stuff from the shops i tried stuff on at, but honestly, they really would only have a couple things to fit my size (6'2", 240 lbs, size 13 shoes) and i didnt want to rush into buying somethign i didnt like. Most shops are super cool about making sure you find what you want. #2 things i learned is that you can find treamendous deals on stuff online. If you are patient, ebay is gold. I got a setup that based on my research is really good for a beginner set at az amazing price...GNU CHB (wide baby to fit my feet), Flow Flite 3 bindings, and 32 lashed boots. The whole thing cost me less than $400!!! I really wanted to upgrade the board to a Baron ES but for the price i paid for GNU, I wasnt going to complain. Best of all, everything fits great, I love the colors and I super stoked to get on the mountains this weekend to try out boarding on gear that fits!!
All in all, I agree with everyone else that for $800, you'll get some great stuff but you should definitely go out and hit the powder and try out different boards. Find something you like and you'll be good to go. Good luck.