If you are going for candles, make sure you don't outright get the bondage ones. They do pack a punch. You're much better off with massage candles for now as they're less painful to use, and who doesn't love a good cheeky massage with a little play thrown in? We tend to do this for foreplay. You can get some massage oil for this to prepare too, they have quite a few great choices on here and different flavours.
Bondage tape is great, we have a few unused rolls that we're trying out this saturday, needless to say I am excited about it. Being restrained is one of my biggest turn ons, I love having no control.
Spanking we do as well, maybe try getting a soft paddle? There's a few on Lovehoney that would be great, like this one as an example.
http://www.lovehoney.co.uk/product.cfm?p=19807
We've tried a lot so far. We have loads of rope, tape, handcuffs (back to basics, eh?) for restrains. Planning to get under-bed and over-door restraints too and a spreader bar in future.
As for bondage, my partner is fairly new too so I'm easing him into it at the moment. We're trying to find a cock ring and butt plugs that work for us. Also looking for a good harness for double-penetration (something I can't get enough of!). I want to try more different kinds of candles and maybe later I'm looking at electro play, it interests me. I've tried things like pinwheels but hated them. I can't stand suction, so no suction cups or womansizers here. But different things work for different people, so all up to you on what you like really.
I have a wand that I love, several dildos that are great fun, vibrators (although a lot of them are too weak so I rarely use them, I need strength to vibrations to get me going). I have a strap on too which we've used and are planning to use even more in the future.
We've recently received a beginners bondage kit that I got as a freebie from the site which contains this
http://www.lovehoney.co.uk/product.cfm?p=33640
And I absolutely love it. An interesting way to make it feel sensational is to be blindfolded and have your partner run it all over your body gently. I felt amazing when my partner used it on me for some foreplay to get me going. Definitely soft bondage but brilliant for beginners.
http://www.lovehoney.co.uk/product.cfm?p=33707
This was the kit we recieved but we haven't used the bondage blindfold and ties yet. They are soooo soft though, I had a feel of them and maybe this weekend we can give them a try. I would recommend picking up a kit like that with soft bondage things in just to get started.