For canning - A water bath canner is affordable at places like walmart. Apple pie filling, apple sauce, jams/jellies, relishes, pickles, etc can be done in a water bath canner. Here is a link to what a typical one looks like
http://www.amazon.com/Granite-0707-1-Porcelain-Water-Bath-21-5-Quart/dp/B0001UZL8A
If you want a pressure canner, then I would recommend an All American pressure canner. I have the model 921 and like it. It is well built and will do the job for a long time. Here is a link to what they look like -
http://www.amazon.com/All-American-921-2-Quart-Pressure/dp/B00004S88Z The nice thing about the All American is that there are no rubber rings/gaskets between the lid and pot. Plus, if it matters (to some it does, to some it doesn't), the All American's are made in Wisconsin.
The Ball Blue book is like the bible of canning. There is another book by ball (The Complete Book of Home Preserving (??)) with other recipes, and a few other canning books out there too.
If you want something easy - I could post a thread with pictures showing how to make chunky apple sauce (my young 'uns even helped

).
If you decide to make apple pie filling (or another recipe) - if a recipe calls for corn starch (many apple pie filling recipes do) then don't use regular corn starch as they say it isn't safe for canning. I use Ultra Gel - here is a link to what the package looks like
http://www.amazon.com/Cornabys-Ultra-Gel-Gluten-Free-Thickener/dp/B00910LUQS You can also use Clearjel - but I use the ultra gel as it is non-gmo (it matters to some but not to others

).
Welcome to the world of canning. :thumb: