We're not going to list every Starter Product and its contents on this article, instead we'll describe the different types of Starter Products. If you want more details about exactly what comes in which box for which Faction then you can find that out on the individual Faction pages (see the lefthand sidebar).
Most but not all Factions have a Battlebox available. Mk3 Battleboxes come with a warcaster and a few warjacks, or a warlock and a few warbeasts, plus a bunch of peripheral stuff like a paper playing mat, a small rulebook (out of date), dice, etc.
They are a very cost-effective way to try out the game as the models are priced as a loss-leader to attract new players. Or if you're trying to figure out which Faction you like, they're a cheap way to try it out.
On the other hand the models within the box aren't always super useful/relevant as you expand your army to 75 points and try to play competitively. This is more true of some Faction's battleboxes than others, so you're mileage will vary.
Mk3 Two Player Set
The Two Player Sets come with the same contents as the Battleboxes plus a unit, for each player. As with the battleboxes, they're great value ... if you have a friend to split it with.
Theme Forces are integral to building an army in Mk3 Warmachine & Hordes. Quite a few Themes have starter sets and they tend to work out at about 35 points. (Most theme sets don't come with a battlegroup, though.)
Unlike the battleboxes you only save a little bit compared to buying the contents individually (about 10 to 20%) but still, that's worth it if you want to collect that theme.
All-In-One Army Boxes
Every few years PP sell "All-In-One" box sets for every faction. They contain a battlegroup and some units/solos that add up to a 50 point list (and are different battlegroup etc to the standard starter sets).
These bix sets are a limited production so can be hard to get a hold of, unless you happen to have the luck of being a new player at the same time they hit the market.
All-In-One boxes are also sold for a completely new Faction, when it is first released. These are also a limited production item.
As of the time of writing (2019.01), the latest Faction was Crucible Guard and there are a few boxes still available; the next Faction is Infernals which you can expect to go on sale around about 2019.06.
Online Retailers & 2nd hand Trades
See the Useful External Links article.
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Once you've finished those, you may want to check out the Basic Training series.