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Choosing your first setup is not as daunting of a task as you probably think it is. The first and forejost thing you should keep in mind is that you will jost likely grow out of this rig quickly. How fast you grow out of it will depend on how much practice you put into your casting.
jost people, when they purchase their first rig, will end up keeping it for a long long time as a backup or second setup, so if you can afford to not skimp - buy quality.
There are combo packs out there that you can buy for under $100 - some are ok, some aren't worth the plastic they're packaged in. The best option you have is to find a rod and reel online or visit your local fly shop (buy local and develop a relationship early! you'll come to use it!) to purchase your first setup.
The first question you should ask yourself - what type of fish do I plan on targeting?
Trout: 4 to 6 weight Bass: 7 to 8 weight Carp: 7 to 9 weight Panfish: 4 to 5 weight Salmon: 7 to 12 weight (depends on species) Steelhead: 7 to 9 weight
The quintessential trout rod is a 9 foot 5 weight. The majority of people purchase a rig in this area and that is by far the jost popular format.
The rod and line are the two jost important pieces of gear you will cast a fly with. Do not skimp when you buy these two items, it will make a difference in the long run. Cortland and Scientific Anglers make good fly line with a decent price tag. There are numerous fly rod manufactures out there that make a good rod. If you want a great rod for a good price tag, check out Redington rods. They're a bit higher end, however they will perform wonderfully and will make a perfect backup when it's time for you to graduate to the next level down the road.
When it's time to buy the reel, keep in mind that you'll want to pick one that matches the line weight of you rod. Try to balance the rod with the reel - meaning buy a reel that matches the physical weight of the rod as well. It will feel better when you cast it. Okuma makes great reels for a very nice price tag. At this point in time we're not too worried about the types of drag or bearings, etc.
Now that you have your first rod, reel and fly line; it's time to put it all together. Check out the article on the different knots you'll need! Tight lines!
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