Which lens should I get for my new (d)SLR?

As with any other piece of equipment, choosing a lens is a three-way tradeoff between price, quality, and convenience. Pick two, and the third is what you're going to sacrifice. Let's go over the options.

1. High quality, high convenience, high price. We're talking about high-end zooms, and sit down before you look at the price tag. If you're ready to pay several times as much as you paid for your dSLR body for a set of rugged and razor-sharp zooms (and usually you will need at least two: a wide-angle and a telephoto) — most likely you're not a beginner and already know what you want. So, we'll skip this option.

2. High convenience, low quality, low price. Cheap zooms. A 28-210mm lens for under $200 — wow! This looks like the only lens you would ever need. Well, not really. If you're content with the level of quality that you get out of a zoom like this, you probably didn't need an SLR to begin with. You would get the same or better pictures with a nice point and shoot camera for less money, and it'll fit in your pocket too. In general, it doesn't make much sense to stick a $200 zoom to your $800 camera — the lens is more important to the technical quality of your pictures then the camera body. Of course, if you know exactly what you'll be photographing, willing to study MTF charts, and can stick to the conditions when your lens performs at its best — you can save a bunch of money. But, again — if you know all this stuff, you're probably not a beginner and don't need this advice. Everybody else — stay away from the cheap zooms.

3. High quality, low price, low convenience. Normal prime lenses. A Canon 50mm f/1.8 or Nikkor 50mm f/1.8 (pick the one that fits your camera) both sell for under $100. But don't confuse them with cheap zooms. It makes perfect sense to put these lenses on any camera body, they deliver the same optical quality as thousand dollar zooms. The catch? Instead of zooming with your lens, you'll have to zoom with your legs. Yes, as in "lift your butt and actually walk closer to your subject" (or step back if it doesn't fit in frame). Of course, it's not always possible and you will miss some shots. However, you will find some as well. You will discover new view angles and learn to look for better locations instead of photographing from where your tour bus stops. And you may loose some weight too ;)

A normal prime is an excellent choice. Chances are that you will keep it even after you filled your camera bag with all kinds of lenses. I do.

If you have a bit more money to burn, look at the faster primes (e.g. Canon 50mm f/1.4). One extra stop might be a blessing in some situations, though I'm not completely convinced it's worth the price difference — especially as cameras perform better and better at high ISOs.

4. Moderate quality and price, high convenience. If your budget allows it, you may consider an all-around lens at a moderate price. Something like Canon 28-135 f/3.5-5.6 (which I use when I don't want to carry several heavy lenses) or Canon EF-S 17-85mm f/4-5.6 (which I haven't used, but it's the version of 28-135 fitted for 1.6 crop factor. This zoom range is more convenient, but the lens costs more and fits only the latest models of Canon dSLRs), or whatever the analog is for your camera system.

Optically these lenses are not as good as primes, but they give you more flexibility. At some point you will probably want to have both, a nice prime and an all-around zoom. Starting with a prime might be better in terms of learning and price, while starting with an all-around zoom gives you more versatility.

One last thing. Whatever lens you choose, remember:

LENSES DON'T TAKE PICTURES — YOU DO.

If you haven't read the famous article about why your camera does not matter by Ken Rockwell, you should. Take it with a grain of salt, as everything that Ken writes (and I mean a REALLY BIG grain of salt) — but go read it.