It depends on your skill level, blades have a smaller sweet spot, but I feel I get more accuracy and control, while cavity backed irons have a bigger sweet spot and are more forgiving, but they aren't as precise. Blades are pricier as well, so keep that in mind. Kinley's on Fleur Drive has a nice selection, and they also have some nice used sets of the high dollar clubs.
Don't buy blades.
Mark Egly is certainly an option, but be aware, he's not for everyone. He has a very different philosophy than everyone else I've ever taken lessons with (or at least he did the last time I went there 15 years ago or so). I found his snappy-wrist style of swing hard to build any consistency with.
If there's a teacher out there still promoting a bunch of wrist action, stay as far away as you can.
Here are some things I'd start with but you probably need to go get fit. I don't know how good you are but I would probably start with a 5 iron-pw set with a hybrid or two. Of course, some people (me) are better long iron players than hybrid players so there are exceptions.
Then it depends on if you think you're buying a set for a couple years or 10 years. As mentioned, irons with a name attached to them like TM Sim or Stealth, or Callaway Rogue or Maverick are a more affordable, forgiving option. If you want something very close to that forgiveness in a little bit better iron, my personal fit-all favorite (or as close as you can blindly get, anyway) would be the P790. They are pretty good across all iterations. Titelist T300s are also a very good option. There are some really good facebook groups that you can find lightly used stuff on or I've had really good luck with ebay. Then you just pay someone to get your loft/lie right.
Shaft is a crapshoot and I'd also say it's more important than the head. The shaft, IMO, is the reason you get fit. You can get a pretty good idea of what head you need based just on handicap.