Its really not a big deal to start out on regular all seasons. If you want to get a street tire that is good for auto-x Hankook RS-2s and Falken Azenis are both good choices.
Agree with AlaskaBlue, with a preference towards the Azenis RT-615s, which I've run for the 2005 and 2006 seasons.
If you are thinking of having dedicated autocross tires/wheels, I would not recommend R-Compounds until you've got the hang of car control, (or even sticky dedicated autocross tires) which will likely take a few seasons. I've seen too many people buy them right at the get go, and become terrible drivers, and waste the tires in a few events.
I would also add Yokohama Advan Neovas AD07s to the list, as street tires, which I run this season. They are fairly loud as a street tire (as the Falken 615's are), but are sticky. They also cost a good bit more than the other two mentioned, but have been winning the SCCA street tire events since last year, when they were introduced.
__________________ 1997 332ti - Don't even ask. 2006 330i - ZPP/ZSP/ZCW/6sp/Nav/BT/H&R Sport 2011 E92 M3
If you're a novice, they're perfect. Learn basic techniques first, then upgrade to meet your skill level.
You wouldn't think that going around cones would take that much skill, until you try it... Just go and have fun, learn as much as you can, and use instructors as much as possible, even when you think you "known the course".
Knowing the course doesn't mean squat, compared to technique. #1 thing to do is go to have fun though.
__________________ 1997 332ti - Don't even ask. 2006 330i - ZPP/ZSP/ZCW/6sp/Nav/BT/H&R Sport 2011 E92 M3
tires for autox 
Just go and have fun, learn as much as you can, and use instructors as much as possible, even when you think you "known the course".
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