Petcetera has a special on for a starter agility kit right now - it comes with weave poles, a jump, a starter box and a tunnel for $55CDN. We were going to get it when I remembered the bamboo poles we have in the basement so I hammered four of them into the backyard and we have a set of weave poles to start with - wide apart until Vinnie gets used to them. We set up a jump as well.
Tonight was our first night and he LOVED it. We led him through the weave poles and he was really getting the hang of it. He loved the jump once he figured out he had to go over it and not THROUGH it in order to get his toy (heh).
We're going to do about 20-30 minutes / day and when he gets a bit bigger join an agility club. Go Vinnie!