Good thinking on your part, it amazes me how much misinformation pet stores will dish out. Most of the time they are just trying to make an extra buck by selling you sand and unnecessary lighting, or spreading urban legends. I’d also recommend buying from a reputable breeder, such as the ones who sponsor this forum. You have a much better change of getting a well-started and healthy gecko.
There is always a debate going over what is the best substrate, so you may want to get server people’s options, and use your best judgment. I would recommend a substrate that cannot be ingested: those being newspaper, paper towel, repti-carpet, and my favorite slate or tiles.
For heating I recommend a UTH (Under Tank Heater). You’ll also need to buy a dimmer; this allows you to fine tune the UTH temperatures.
Spend at least a few days reading care sheets, and looking at different morphs, it will be time well spent before deciding on a leo. Use www.google.com to search for care sheets and general information. Let us (the forum) know if you have any more questions. Hope this helps,
DaveCable
Here are a few pics of my favorite setups:



