The first thing to do is check the connections in the particular aircraft you are going to fly. There are several types and if you get the wrong one it can be an expensive error. (E.g. watch out for the Sennheiser ANR, its good kit but their connectors are different to everyones and there are no multi connectors for them.) Also, if you buy one and you change to an aircraft that doesnt use them you are back to square one!
Any flying school worth its salt will have headsets in their aircraft, I agree that sometimes they can be a bit grotty and most people do eventually get their own but if its all new to you the best idea is to try a few different ones before investing in your own.
Happy flying
Xraf