I raided my office supplies, so the only expense that I really had to start up were the baseball card sleeves. I used some 3-ring binder address book organizers that I bought several years ago. They helped to get me started until I had time to order what I needed. I also used a snap-closure binder that I had on hand. Again, one less thing to buy at the moment.
First, I found a binder that fit my needs.
Finding a binder to fit your needs, you want it to be big enough for all of your stuff, but not too big. Also, it really helps if it has a closure (zipper is best, but mine snaps), just to keep all of your stuff in it. I like Five Star 2-Inch Multi-Access Zipper Binder, Black (72121), but I have Day-Timer Pink Ribbon Microfiber Snap-Tab Organizer Starter Set, Notebook Size (D88125) (minus the pretty pink awareness ribbon). Makes me wish that I would have kept my Five Star from high school!
Second, to get organized.
I like things in alphabetical order, so I got Avery Ready Index Table of Contents Dividers, 26-Tab, 1 Set (11125) for just that reason. All of my coupons for products that start with A (Aquafresh, Alpo, etc.) are all in the same place and I can easily find them.
If you'd prefer to organize by category, Avery Extrawide Ready Index Dividers, 10 Tab, Laser/Ink Jet, 9.5 x 11 Inches, Assorted, 10 per Set (11165) would probably work great. They also have other sets (5, 8, 12, 15, 31) available.
Third, coupon pockets.
Pretty much everyone I've talked to uses baseball card sleeves. I have Ultra Pro 9-Pocket Trading Card Pages - Platinum Series (100 Pages), with plenty left over for, ya know, baseball cards (or spares if a page tears or something).
I also use Avery Economy Clear Sheet Protectors, Acid Free, Box of 100 (75091) for oddly-sized coupons, weekly ads for the stores I'll be hitting up, and for various stores' coupon policies (just in case...though I've never run into a problem).