What would be a good wagon to start with?
(updated 02-06-16)
Plastic wagon kits commissioned by the Society from Parkside and Cambrian (codes beginning PP and CA in the Society lists) are high quality, go together easily, and include examples from pre-grouping to modern; you'll need wheels, bearings and couplings of your choice, and of course paint and transfers.
The Society offers some transfers while 3SMR offers 3mm versions of a number of Modelmaster transfers. 3mm transfers are also available from Cambridge Custom Transfers and Powsides.
For a wider choice, apart from the Society, other wagons are available from 3SMR including some distinctive and some older period examples originally produced by Finney & Smith.