What's a good, cheap, piece of gear to start with when adding lighting equpment to your toolset?
Lighting is not trivial and deserves attention and training to master. I certainly have lots to learn even after more than 25 years with working with studio lighting. There is no one thing you can buy that will work in every situation beyond understanding and mastering white balance and exposure. Nothing to invest in on this step. However, if you want to illuminate an outdoor subject that is silhouetted, then a round reflector held by a camera assistant will make a huge difference and this won't cost you much, under $75. Here you won't have to worry as much about color temperature as you are reflecting the same light as the sun provides to cast a fill in light on the subject.

For most studio lighting, you need to learn the basics of 3 point lighting. Here are three Vimeo School tutorials on basic lighting that I recommend you review before buying or making anything:

http://vimeo.com/videoschool/archive/lighting

While I shoot in my studio, I am generally shooting 1:12 scale subjects so my lighting can be somewhat small. I have two 100 watt tungsten lamps with big reflectors (available at Ace Hardware for about $12 each) mounted on vertical rails on my bench.

I have metal clips holding plastic diffusers made out of discarded computer plotter opaque plastic. I also have an array of smaller 40 watt tungsten lamps that I can place in strategic areas such as under a lift frame that has a diffuser on top for under neath lighting.