You can make your model one of the following themes:

6ème :
Greeks/Persians
Gauls/ Romans

5ème
Gauls/ Romans
Middle Ages

Have a look at HAT who make the model figures (Series 7000 and 8000) . Their web-site is hat.com . While you are on the site look at other people's models  and tips on painting etc .
There are other manufacturers of figures like Italeri at  italeri.com

You will need a few Humbrol oil paints  but not too many since you can mix the colours to create new ones. A fine modelling paint-brush  is useful. You don't have to buy expensive modelling thinners. Any cheap white spirit from a supermarket is good enough for cleaning brushes. I've got some at school.

The best model shop in Paris is EOL at  
70Bd St Germain  (Metro Maubert Mutualité) . Tel  01 43 54 01 43

Their web site is eol-model.fr

In the 15th Arrondisement there is :

Miniareve
5 Rue Léon Seché
Paris XV
01 48 28 86 91