I've heard the book First Foods is fantastic for guidelines on what to feed baby at what age. With both my children I waited until 6 months to move past rice cereal. Then veggies came first, followed by fruits, and meat closer to about 10 months.
I made all of the baby food...the best thing I did was to join a vegetable share with a local farm. I did summer shares and winter shares and got a veggie box full of the best veggies of each season, fresh and organic. Pretty much you just roast any veggies you want to use (roasting lends more flavor than boiling or steaming), puree, add water if needed, pour into ice cube trays, freeze, then pop the cubes into bags once frozen. Pull out the cubes in the morning and they are ready to go by the time you need them (pull out the breakfast cubes the night before and keep in the fridge overnight...pull out early in the morning to bring to room temp).
I'd say your first veggies will be things like peas, squash, sweet potatoes, and carrots. Also avocado is fabulous as a first food, and no prep necessary there which is nice. One tip - for some reason it seems that babies LOVE avocado mixed with banana...sounds really gross, but my kids both loved it, and I've heard the same thing from lots of other moms too.
Once you get to fruits, you can roast apples, pears, peaches, mangoes, plums (skin off), and puree them. Bananas are great of course. Do not use any berries or honey yet. You can also add some organic cinnamon to the fruit purees you make. Not sure if this is true or not, but I've read that cinnamon can improve brain function...even if it's not true, it's safe for the baby and makes the fruit even tastier!
Later when I got to the stage of using proteins I would roast chicken or use roast beef, puree with veggies, and the babies loved it.