I have to agree with el gato grande. Penn is a name brand more associated with tennis. I have tried some of their golf equipment (driver and 3 wood). Servicable, but nothing spectacular. And he is right about the resale value; it would be next to nothing if you tried to get rid of them later.
If I was starting out and needed a basic set of clubs to get going, I would look to the following manufacturers. Pro Select, Dunlop, Wilson or Golden Bear. All these companies make a good quality product for beginners at a reasonable price. You don't want to stick too much money into equipment until you decide whether or not you want to continue to play. The other good thing about these companies is that they offer complete sets (woods, irons, sand wedge, putter and bag) for one inclusive price. Saves a lot of money in the long run until you hone your game to the point that it would pay to purchase seperate irons, woods, wedges and putter.
Also, try to find as many game improvement features in the set you are going to buy. Look for lightweight shafts, offset, oversized heads and cambered soles. These features will make it easier to hit the ball straight and make your poor shots better than they would have been with a standard set of pro line clubs.
Remember, the purpose of golf is to enjoy yourself. It is, after all, a game and games should, in the end, be fun and enjoyable.