I started with L.E. McCullough's "The Complete Tinwhistle Tutor", I really like it and would guess that anyone who is already comfortable reading music would have no problem -- it's pretty thorough, does a great job of explaining the various ornaments and techniques, and has a bunch of good tunes.

I've also seen the Clarke Bill Ochs book, it's also good, and a much better choice for someone without a prior background in music.

Generations come in a lot of keys, they're cheap, and tunable (just dunk the fipple in hot water to loosen the glue). Clarkes are cheap, sound infinitely better than Generations, but aren't tunable, and AFAIK only come in C or D.

If I were only going to have one cheap whistle (ha! far too late for that) it would be a Clarke D.