As far as guns go there are a lot of good manufacturers/models out there, but when I shopped for a new one last year I was hard pressed to find a better gun for the price than the CVA Accura at Sportsmans warehouse. If you catch one of their $50 off anything over $250 sales it puts that gun right at $299 which is crazy cheap for a great gun.
Accessories can be daunting, but as far as breaking things down you will need to decide on....
- propellant, pick your brand and this may be loose or pellets based on regulations of the state you want to hunt or personal preference
- projectile, see above comment on propellant
- primer, lots of options out there for 209 primers, this can have some effect on accuracy/fouling, but similar to above
All three of these above items may take some trial and error to get the most out of your individual gun similar to finding a loaded cartridge your rifle "likes". This may involve different propellant brands/formulations/charges and/or projectile brands/configurations/weights and/or primer brands.
Other things to get...
- cleaning rod. I like a dedicated cleaning rod to use at home/range, MZL cleaning is a little more rigorous than smokeless powder guns
- bore brush
- bore mop
- cleaning jag (one that screws into the ramrod is often included with gun)
- breech plug cleaning tool (something to clean that tiny hole the primer fire goes down)
- breech plug grease (nothing is more frustrating that a stuck breech plug)
- pre-soaked and pre-lubed cleaning and seasoning patches, are handy for when you are in a time crunch
- lots of dry cotton patches
- bore seasoning
- black powder substitute solvent/bore cleaner
- copper solvent (if using projectiles without sabot cups): just like you would a normal rifle
- a small tackle box or similar to keep all this stuff in
Pitfalls
- putting bore butter in the bore too soon after cleaning solvent: black powder substitute solvents are water based. After you have cleaned the gun run a lot of dry patches through it and let it dry for a day or so before seasoning the barrel. Applying bore butter or another seasoning immediately after the solvent +/- a few dry patches can trap moisture next to the metal and under the grease. I have seen some horrific corrosion from this on customer guns.
- not putting thread grease on the breech plug, think the hapless mechanic meets Elmer Fudd.
This is by no means a comprehensive list and I'm sure I forget a few things. When I used to sell MLs, I generally told folks to anticipate $80-$150 in supplies to get the gun up and running and to keep it clean.