Hi OP
If you have sensitive skin I would suggest that you do a double cleanse in the evening (much gone one about on mumsnet and Caroline Hurons blog). All you do is smear your face all over including eyes with a balm cleanser ( clinique take off the day is very bland and non irritating and around 20 quid, or body shop camomile balm is about 8 quid and what I'm currently using). Wash off with a clean white flannel. A clean one every day. Then second wash, again something mild and non drying, I'm currently using cetaphil (again much loved on here)
Then eye cream and moisturiser as you like. La Roche posay does a range called toleraine which I get on with. They also do an anti redness range but I don't think it adds much. Lrp is often on 3 for 2 in boots.
I then go with cetaphil wash in morning, toleraine moisturiser and then make up.
Foundation please do not skimp on this bit especially as you are pale. I've tried lots of max factor etc. they all end up in the bin. IMHO the best available is Bobbi brown, and you have to go to a counter to get matched etc. they will give you a decent size sample I would expect so you can trial it for a few days before you commit.
Other make up I think just get what you like. The cheap ranges, especially bourjois and maybelline, are great, and personally I don't think there is much difference in quality staying power etc between them and Chanel
On how to do make up, the absolute guru of this is the very lovely make up artist Lisa Eldridge. She has loads of videos really detailed, from the 2 mins to make you look not like death warmed up, to full on party glamour. I'd have a really good browse on her website, see what you like, and then have a practice. She is really practical as well, I think a godsend and much better to experiment at home than have the full face make up experience in a dept store that you can't then manage at home