A. Don't feel bad. Congratulations!
B. Don't assume that the prices you see in the catalog are the prices that the company is paying. At my last job, the company got a big discount off the catalog price - your company may be in the same position. In fact, it hurt the company if I purchased from a vendor who appeared cheaper, because the company usually had a "preferred vendor" arrangement such that they only qualified for the deep discounts if they did a certain amount of business with the vendor in question.
If you are really uncomfortable, you can ask your boss what your budget is for the office furniture. Otherwise, I would tend to order as if I were in a restaurant - not the most expensive items, and not the cheapest. I'd go for something in the low-midrange.
Re: what you should get:
Can you look at the offices of others of similar rank to see how they're equipped? At my current job, all offices have a desk with a return counter, overhead cabinets, desk chair, two regular chairs, and a filing cabinet. Nicer offices may have a separate table for meetings and a bookcase.
Yay new office!