I think you need to follow the "natural" chronology of the business.
In my opinion you need to focus first on your business cards. As GreyWolf said, print a few business at a time. You may along the way (short term) decide to change something on your Logo, or decided to include an extra service that at the time you can offer or even change phone # or URL address...it happens.
What happens after they got your business cards? They will visit your website, am I right? So the website will be the second contact your prospects
will have with your business. In many cases,
THIS is the "make it or break it" for the business. A cheap looking website may give a bad impression,
especially if you are going after high-end clients and professionals.
There is unlimited resources (free) for you to build a nice looking and well organized website. Also, make sure that what you are offering is presented
on your website. If you are offering mobile sites, you site need to have such function if they search you using their phones. It sounds logic, but it is many times overlooked.
In case you are promoting Fan Page, it would be good if you had your own or at least, display other clients' design made by you.
And of course, have the icons (social networking sites) where you have your company's page if Social Media is something you offer as well.
It may sound a lot but it's not... you have access to all of this right here in the forum without spending a dime!
I don't know the business you are in so I can't comment much about the need of brochures for your business. As I mentioned before, things can change... So I wouldn't make too many of them UNLESS you are thinking of mailing them. If not, carry with you a portfolio (few) that can be handed it out as requested by the prospects you are meeting.
For the Letterhead, It follows the same principle. Print them as you go, unless direct mail is part of your business strategy.
As Biker said, you do need regardless of anything else, know what you are talking about. Questions will come up and you need to know the answers
(or sound like you know them).
Now, all you need is tight them together. When you choose your Logo (if any), be sure to have it on your business cards as well
(It will be on your Letterhead already).
And last but not least, dress accordingly to what in your country (and costumes) represent to be and have a professional "look."
Know Your Business + Business Cards + Website + Letterhead + Brochures = PROFESSIONAL
Rhazha