first of all, don't buy a pipe, no need, your best bet is to just smoke single skin joints, or kingskins if you can roll them, or just buy in with your friends and let them roll, smoking bongs/pipes/shottys/barrels will only result in your coughing a load if you don't smoke rollies/cigarettes as your tolerance for smoking will be so low, so the chances are you will be coughing a lot.
In the uk, not many people smoke using bongs etc, skinning up takes a bit more time, but it is a lot more efficient way of smoking , and you don't have to bust a third/half a gram in a couple of shots in a bong, just learn to roll joints, but the best advice i can give you is pace your self on it, as silly as it sounds, your don't want to be on a whitey on your first time smoking it.