For beginners I would suggest either the Staedtler or Faber Castell brand of pencils. These produce significantly better results than bargain bin pencils, provide good colors and allow you to try some simple shading and blending techniques. With practice the best coloring results can even be achieved with the most modest tools!
Professional level pencils like Derwent or Prismacolor offer the best quality and typically are the most expensive pencils to buy. The wax in these pencils is softer and the colors are a higher pigment providing brighter colors. The soft application allows blending and shading.