This is all by preference. Usually it's...Base/Sunscreen > Concealer (a lot of make up artist like to put it after foundation) > Foundation > Powder
It would be nice for you to purchase a nice brush set (like the one from Sonia Kashuk at Target).
If you're really confused, I would just get a beginner make up kit...like the one from Stila or Bare minerals:
http://www.sephora.com/browse/product.jhtml?id=P158508&categoryId=C10463
http://www.sephora.com/browse/product.jhtml?id=P116619&categoryId=B70
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