I'd start off visiting the BICSI website and ordering their book. Then I'd arrange a week off to go to their first-level course. (Some places offer the course over two weekends).
If nothing else, the course will give you a real good idea of what you need, at which stage of the career.
I'd keep the Coax and Data tools in separate kits- I've never had to use both at the same time.
Ideal (sold on this site) sells a nice set of Coax tools, with a mechanics' bag of parts. It's a pretty good set-up. For Coax all you need is a stripper and a compression tool. Forget about the crimp connectors - they're obsolete. A can wrench is nice to have.
For data, tools are kind of brand-specific. They give strippers away as swag. Just add a punch-down tool with both #66 and #110 blades.
Progressive / Tempo have a great toner set (which you probably already have) and awesome buttsets. Don't want to buy a buttset right away? Get a cheap telephone and rig one up.
Fiber is another dedicated tool pouch, and I'm not really qualified to advise you there.
So, you have the toner...does your wire-pulling suite include fish-stix?
Punch-down tool...Fluke (formerly Harris, Dracon) D814 is still the standard, I suppose, with both 66 and 110 blades. In my home kit I have one from Ideal that has a spudger and hook that fold out of the handle.
For the times where you might need to crimp connectors onto phone or LAN cables, I have a crimper from Paladin, along with an old Paladin snap-n-seal tool for F compression connectors.
My butt-set is an old beat-up TS-21. You should have a good data-safe butt-set, but I haven't shopped for one in awhile.
Maybe checking out Ron Kipper Datacomm on YouTube will give you some ideas. I was a lucky winner on his meter give away and he often gives away returned test equipment. Tons of good videos on there! Joe