If you truly have nothing, I would start with a cooker and some charcoal. And some meat. Everything else is a luxury. On a tight budget, I'd go with Craigslist. You should be able to find a decent 22' kettle for $20 and up and that's probably the most versatile piece of equipment you can have. If you're particularly adventurous, ask for parts to make a UDS. Either will get you going on a tight budget.
Merry Christmas and welcome to the BBQ Brethren!