re: Fly Fishing Startup

What weight pole should I be looking at?
Fly guys will give you shite if you call it a pole. "rod'

What length pole do most people use?
3,4,5,6 for most freshwater trout situations. Inland salt 7,8,9,10

Should I go ahead and buy something more expensive, or does it not matter that much?
You get 90% of the goodness from a solid rod like a TFO. I would worry more about the rod's action. I started with a Medium/Fast Scott A3. Was more forgiving than a fast-action rod and let me concentrate on the casting motion more. If saltwater is your thing you will be chucking heavier flies meaning that fast-action (i.e. 'stiff') is a much better choice.

Better luck with wet or dry lures?
Whatever they are taking at the time. You will be spending a lot of time changing out. That's the nature of the beast.

After having said all of that, I love it. Have fun.