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If you knew then, what you know now.

If I bought the perfect setup the first time, I wouldn't have known it and would have wondered what else was out there. Don't be afraid to experiment and make a mistake. Personal experience is very valuable. Having said that:
1) Having a reliable air source is probably the most important thing to start with. I bought a cheap Chinese tank from Acecare that I get filled at my local paintball shop and haven't regretted it.
2) Stick to manufacturers that make spare parts easy to get and have diagrams/videos that show how to take the rifle down. O-rings fail and are cheap to replace if you do it yourself. Air Arms, Edgun, and FX come to mind as companies that pass this test. Daystate and Brocock...not so much.
3) Buy used rifles from the forums instead of new. They are cheaper and if you like nice walnut you get to see the stock first.
4) Leupold, Athlon, SWFA, and Vortex are the best scope companies for the typical airgun budget IMO.
3) For pesting/hunting rifles, get a gun that you don't mind getting scuffed up. No need to get a beautiful walnut stock if it will prevent you from using it. I have a nice Air Arms S510 carbine that I baby too much to fully enjoy in the field. It has become a glorified benchrest gun when my intent when purchasing it was much more action oriented.
 
"MaxKookage"If you knew then, what you know now. 
What would you do differently?
With say a budget to get started in PCP, of $2000 (hopefully less). 
Let's say bullpup for target, pest and light hunting.
What gun, scope, tank, regulator, hoses etc...?
I would have bought a Crown or Impact in 25.
I would have bought a FFP scope.
I would have bought an air tank.

It took me four guns to end up with my current setup.

My go-to gun right now is my FX Wildcat 25 MKII with ST-X barrel. In close second is my FX Streamline 22. Both have synthetic stocks.
My current scope is an Athlon Argos BTR 6-24x50 FFP.

But this is not to say where it ends....LOL!!! As I just bought a Hawke 6-24x56 FFP scope. I'll put that on my Wildcat and put the Athlon on the Streamline.
My next purchase will probably be a compressor to fill my tank whenever I want.

I don't think there's an end to this madness!!
 
Things are different now, so many starter PCP's

I'd only change one thing. I'd skip the hand pump and go directly to HPA. I started with a Marauder and pump. That lasted about two weeks before I started looking for tanks.

The Marauder is a fantastic learning platform. Really good in the lower end, all the adjustability other guns lack and such, and not too expensive so I knew I was hooked. From there I jumped directly to an Impact. Adjustments are roughly equivalent to the Marauder except of course, the regulator which is set where I want it.

While the Marauder is getting a little long in the tooth as a model, the adjustability isn't matched on any other low end gun. If you don't want to tinker, go for the Wildcat and skip the rest, but I like to tinker and adjust things.
 
A good quality gun, quality scope, rings, accessories and tank/compressor is going to eat up that 2G's pretty quickly. I'm still fairly new to PCP's and just went through this whole process of getting set up. I got a Hatsan AT44 Long, an Optima scope, rings and accessories but had to hand it over to my boys almost immediately because they loved shooting it so much. I never got to shoot it, so Daddy upgraded to a Brocock Bantam Hi Lite with a Athlon Argos BTR FFP scope. Because I bought two gun packages back to back, I had to skimp on filling options and use my scuba tank with a hand pump for air. I've been filling my guns with the scuba tank to 3000psi and then topping them off with the hand pump. I'm saving for a carbon tank right now and then a compressor so I'll have as little pumping as possible in my future. Upgrading from springers has been such a blast for my boys and I. We have a 50 yard range set up in the yard and go elsewhere to shoot farther. We shoot all the time and absolutely love it. My boys are getting a taste of the childhood I lived 35 years ago and I couldn't be more thrilled! I wish I would have switched to PCP's sooner. Once I get a carbon cylinder and then a compressor, we're Golden! Kevin
 
The journey was expensive, perhaps worth it. But knowing what I do now I'd have bought an Impact, and a Crown, as I finally did. 

I did buy a large used storage tank from a firefighter supply place for $200 and 2 scba tanks off ebay For $150 combined when I started with PCPs, this still serves me well, but a compressor will be next.

I've had Hawke Sidewinder 30, MTC Viper Pro, Optisan EVX, and Aztec.
I have both Sportsmatch adjustable, and FX No Limits rings. The main advise I can give is get at least a 30mm tube, and don't cheap out on your scope. 

I know from perstonal experience that cheap bipods suck. I chose the Modular Evolution bipod, but any high end bipod is worth investing in. I also recommend a pic rail for bipods.
 
+1 on the quality scopes.

I went the springer route first for many years. I’m still a springer guy at heart. Don’t over look a nice spring rifle to round out a collection of nice airguns. 

I have only only been shooting PCP for just under 2 years. I started by converting 2 QB78s to HPA. I have pumped from the beginning and still do. A good tank and air source are a must. Many DO NOT like pumping. I don’t LIKE it but it’s not so bad to make me run out and spend the extra $$$ for a tank and compressor. Having said that, I AM looking to see about a tank and compressor OR a better pump.

Buy the best that you can. I went from those two QBs converted to air to a FX Royale 400. While it was a nice rifle, it wasn’t any more accurate than my QBs and I could shoot my springers just as accurate to around 35-40 yards with less $$$ invested. PCP shines at distances past that. I wasn’t really overly impressed with my 400. I recently sold it and tries a Streamline. I am very pleased with that rifle and it out performs the 400 I had. I can’t recommend a particular model but the 2 FX rifles that I have had have been good.

Enjoy whatever you get and dont don’t be afraid to sell it off or buy something else if your first choice doesn’t make you ecstatic. None of us really know what we prefer until we have had some experience with at least a couple rifles. I bet many multiple rifle owners will tell you that they tend to gravitate to one or two in their collection while the others collect dust. I know it’s that way for myself.
 
I would have gotten the Impact right off the bat!
That way I would have saved so much money.
The Impact can be almost any gun you want. (If you want a bullpup)
I was looking at the Warcat MKII but the Impact has the same approximate size but a longer barrel.

If you like the fact that you can custom set up the gun to exactly what you want? Then consider an Impact!

But if you're just looking for an out of the box bullpup then the Impact would be a waste of money.
You can get a great out of the box gun for much less.

Good Luck!