If you are really on a budget, than the best solution is to get some sort of combination stone. The one posted above would be OK, or something like Bester or King or similar. These are usually 1000/6000 stones.
However - if you are planning to get a full stone setup (the one you mention is well regarded, though there are other options) than my advice would be not to get some sort of 'beginner stones'. The main reason for that is - contrary to knives (where it makes sense not to start with $500+ knives if all you ever used before is a Wushoff), you are not going to 'destroy' a stone while learning free hand sharpening. Also - the stones will last you several years - way longer than it will take to learn to use them. So after couple of months you may easily find yourself in a situation that you have stones that have been barely used, but you would actually like to get better ones.
There are some really great stones from JKI (Gesshin) and JNS. Jon from jKI has a set for $200 that comes with 400, 2000 and 6000 stones. Those are some of the best stones out there (in particular the 2000 which is my favourite stone). Or a complete splash&go Gesshin setup (320, 1500, 3000), or a JNS 300, 1000 and 6000, or JNS 300, 800, Synthetic Red Aoto - or some other combination. Those are all great stones and if that could work for you, than I would just advice you to read up on them here on KKF. You should also not hesitate to contact Jon or Maxim - you will get the advice first hand.
If getting a full set of stones for about $200 - $350 (that would be the range depending on what stones you choose and whether you also get a diamond flattening plate which is really nice to have but you can do without) is economically not an option, than getting a relatively cheap combination stone (but do avoid some no-name stuff, you would be surprised how bad some stone can be) is a good place to start with relatively small investment. I bought Bester 1000/6000 for my in-laws and it works fine.
And one short comment about coarse stones (usuallz 300 - 500 grit). You actually do want to have one. Indeed - if you regularly sharpen your knives, than you will be starting with medium grit, but once you need to remove some chipping, repair a broken tip, want to thin a knife, or have a really dull knife to sharpen, than starting with 1000 stone is a waste of time and the stone. That is my personal experience