New to Audacity & Podcasting

I am ready to buy some equipment and get into Podcasting and have found Audacity and starting to learn it.
I am hoping someone can help by recommendations as to equipment I will need.

I have pretty much decided my budget will allow the Blue Yeti Silver Edition microphone, along with a pop/click filter. My stumbling block is on headphones. I have found that the Audio-Technica ATH-M35 Studio Headphones seem like a good choice, but am a bit concerned in that they may not filter the sound out enough to prevent causing a feedback loop while recording (voice mainly).

Additionally, when recording on the mic, does the raw audio file go direct to the computer and get saved on the hard drive so I can mix it later with Audacity, or is there a different process to this?

(I have PCs and can use this equipment on Windows XP Professional or Windows 7 Professional).

Thank you.

AudioTechnica is the inexpensive, second-tier manufacturer. Good but not great. One of the shortcomings of headphones is the ability to listen to them for hours. I can’t stand to listen to the “standard” Hollywood Sound headphones before my ears start bleeding.

So what you look for is closed back and those big floppy pads. The reviews claim good isolation. They also claim a design that doesn’t get along well with iPods and other portable devices; doesn’t get loud enough.

The microphone produces a stream of data which is collected by Audacity. Audacity makes the sound file.

You should know the difference between an Audacity Project and a sound file.