The weight system is meant to match lines to rods so that a rod will flex optimally with the appropriate weight line. Broadly speaking it is easier to land a small fly gently with a lighter weight rod and to chuck a weighted nymph further with a heavier weight rod.
When I started fishing around 15 years ago the standard all rounder was a 9ft 6" #6 weight. Although rods have got much stronger in the intervening years I'd still go for a 9ft 6" #6 because if you are fishing lakes over the winter you'll probably be using goldhead (i.e. weighted) nymphs and it will be easier to control them with the slightly heavier set up, and you'll get a bit more distance. Also sinking / sink tip / intermediate lines are not generally available in a #5 weight.
I can't vouch for the 9ft Odyssey but I have a 10ft Odyssey XT as a spare rod for friends that I think is terrific value. I got it from John Norris but the range is widely available.
If you want a cassette reel Ian Woods
Fly Reels is doing a deal on the Greys GX500 but also supplies the Leeda.
As roders has already said the Pitsford Pirate does great lines, as does Mike Barrio. I'd get a floater and a sink tip.
Don't forget you'll need flies - check out the classified section here on the forum.
Finally roders is absolutely right about having a lesson