I guess the best approach is to install fresh 6.6 release (current stable) and see what is there. You will see right away that default base setup does not give you any functionality and you will have to install many external modules.

I did not like the idea at first as i thought the quality would be crap and modules would not really fit into the cms nicely but they do. You dont really get many errors nor problems with modules clashing either. Basically it seems to work - as long as you are using more common modules in late beta or stable releases.

Another thing that should help you is installing Acquia. This is a open source project made by founder of drupal. Its basically 'enterprise' version of drupal where you have set of most important modules on top of the base installation and some useful reporting/dashboard/update stuff. The idea behind it is you have to pay for support and maybe for update and monitoring process or something. But its free to install it on its own. You also have a quick and clean view on how the admin menu is structured and what are the must-to-have modules.

Once you have played with Acquia its time to start the real journey of exploring drupal modules. Don't be intimidated and take your time, there are thousands of them. You can read a bit more on suggested modules and their functions on the modules page drupal modules. Here are some that you will need:

Administration Menu - top, dropdown like
Google Analytics
Pathauto
Token
Printer-friendly pages
Tagadelic
Views
Fivestar
Voting API
Lightbox2
DHTML Menus
FCKeditor or tinymce
Taxonomy Browser
Webform
Rules
Devel module and Theme developer
CCK
CCK Blocks
CCK Redirection
Email
Global Redirect

For more resources like themes and modules visit;

Resources at http://drupal.org/planet/

Very nice startup theme