As others have said, SMD is really quite cheap, so you can get one of the binders to get started. I personally don't get SMD unless I need it. I usually use TH for prototyping (if possible). If I go to PCB I go for SMD components.
An exception to this is if you do a lot of repair work - getting some resistor/capacitor binders can be usefull.
Unless space is an issue, 1206 can be nice in the begging. I default to 0805, 0402 for RF/high density. I do however tend to stock up by default, because most places I order from have minimum order quantities of 10-20 resistors. I'm still working on how to sort them tho - but I do try to write the value on the tape of capacitors (resistors sizes 0805 and up generally have the value printed on them).
Of course, all this might change if you don't have access to a distributor like Farnell, RS, ... and you need to get your parts through Amazon bundels or something.