If you can find it, get the black diamond momentum package. It includes a harness, carabiner, ATC belay device, and a chalk bag. You basically get the chalk bag for free.
Otherwise the following gear is commonly available:
- Harness - Black Diamond Momentum.
- Belay Device - ATC-XP guide
- Carabiner - Pearlock screwgate.
- Shoes - La Sportiva Tarantulace
Get something comfortable that does not cost too much.
A gri gri is like 4x more expensive than an ATC. An ATC is cheaper. However, a gri gri probably has an advantage of some passive ability to stop the rope.
ATC is still used for rapelling even outdoors, so still useful to have one. Very good to know how to use one well. It was the best thing to use for decades.
Avoid the alpine guide because that is lighter and for smaller ropes. It might not fit gym ropes.
Avoid the basic belay device, mainly because for $5 you can get the device with a lip and increased friction and it nice.
The ATC-XP is nice as well. The guide is another $8 on top of that and could theoretically come in useful while lead climbing.
Something rated for belaying
Something that locks
Get a color you like
Pear shaped preferable
Black diamond and petzl make a lot of these
Most important thing is to get something that fits in the toes
Lace-ups are better for wide feet because you can dajust the fit.