Rods with less pieces generally cast a little better, but most people apreciate the convienience of a 4pc. pc rods from a good mfg will cast great.
I think that a 9' 5wt is about the perfect all around western trout rod.
Go to your local shop and check out a bunch of out fits. Cast the different rods and buy local. You will save little by shopping online, and the services provided by a good shop are well worth what difference there might be.
Finally, I recomend the Sage XP with a Ross Cimeron reel and Scientific Anglers Mastery Trout line. That should be a pretty good set up for about 800 bucks.
Maybe get a 100 dollar reel and a 50 dollar casting lesson.
One cast can change your day...maybe your life.