After you buy your initial set up your next purchase should be a fly tying light. With out adequate light you will strain your eyes and give your self a headache. A size 20 zebra nymph is an easy tie but after 20 of them your eyes will start to cross.
Get something that is adjustable and that can be easily moved. It should be full spectrum light and not get to hot. I brought several different lights home and tried them before I found what worked for me.You can also look at your local hobby store, you might find something cheaper and have more options. Here are the ones I tried before I bought one from Hobby Lobby.
McKenzie Vise Light:
The first light I tried was the McKenzie vise light. It attaches directly to the vise and does not take up any extra tying space. I liked that it was small and could be moved easy, unless it was on! This light got so hot that I had to lean away while tying and use a towel to move it. It got scary hot. This light retails for $95 dollars on Amazon. I returned it and got this next one from Bass Pro.
Peak Desk Lamp:
This lamp was nice because it also has a magnifying glass built in. This way you get two tools for the price of one! I have seen a lot of people use this model, but for me it took up to much space. I started tying on the kitchen counter but got tired of putting everything away when I was done. I bought a desk for the basement so I would not have to keep putting the materials away. The base took up to much room and was always in the way. I tried several larger floor models but I could not get the light close enough.
Top of fly tying light