Well, you can fit in about any niche cost-wise. I'd suggest Bass Pro or Cabelas where there are a huge selection of set ups in all price ranges.
But let me suggest that you start off with a
Scientific Anglers beginners setup in six weight. Comes with line, reel, rod and they make extremely decent stuff for the price. After you work with it a while and get a feel for it an upgrade might be in order. But you'd still have the SA as a back up or whatever.
And one more point, you mentioned Taos. There is a ton of good mountain fishing indeed. But some of the best fly fishing around is within 100 miles of McKinney in a number of directions. Sand bass in the feeder creeks, stripers both above and below Denison Dam, bass in Fork as well as all the other area lakes. A largemouth on a fly rod can make your hair stand on end, not to mention a 15 pound striper.
Let me invite you to
Texoma On The Fly coming up in June. But no need to wait until June to get started.