(TLDR: A bunch of advice given the current market and your budget. At the end of it I'm going to try and sell you my gear)
You can go with whatever resistance you find cheap gear for. Generally, none of them is really more expensive in the long run. At that budget level though, I'm kind of partial to poison resistance, if only because you can go with Andariel's Visage. You can get one with Vitality for about (500K). Or you can get a socket, but that's eating up about 4m-5m of your budget on your helm. make sure you get a low fire damage roll and you won't really notice it.
You want a 2-piece Inna's set, mainly because the pants give you move speed and attack speed. (Once you've played at 20%+ move speed, you don't want to go back)
You can get Inna's Pants with your resist for 2m-5m.
Inna's Chest with good dex/vit rolls and your resist for about 4m-6m.
If you didn't go Poison, it's cheaper to get a rare chest and go with Inna's helm. Spend about 1m-2m and get good dex/vit/cc rolls, the resist of your choice, and something else good (armor, life% 100+ vit, etc)
Jewelery, you basically want "budget trifectas": CC, 30+ aveage damage, and either CD or IAS. On top of that, you want whatever bonus stuff you can get cheap. You may want to pick up some LoH here and sacrifice some damage if you want to be more defensive as you mention. Even more than the other item slots, you really want to bid bidding on rings and amulets instead of using buyouts. probably spend 5m here.
I usually spend a significant potion of my budget on weapons. At your budget, the best thing right now is probably two weapons, both with 200 dex, significant CD (70%+). One should also have a socket. Assuming a star emerald in the socket, you're looking for at least 230 CD total on the two weapons. The other should have life steal. Probably about 10m total spent here on weapons with about 850 DPS each, hopefully more. Again, bidding rather than buying can net you some good deals. (Note: you'd rather have a 850 DPS weapon with 250 Dex than a 1050 DPS weapon with no dex, generally).
Spend 1-2 million to get good gloves (150+ Dex,8+ CC, 6+ IAS, resist, maybe vit). Get good bracers (the worst bracers you should get are Strongarm Bracers with 40 of your resist or so, which often run about 500K). And ideally get some move speed on the boots (don't worry about how much; you can't really tell the difference between 24 total move speed and 20 total move speed).
You're going to want to save some money to fill out your sockets with gems. The only gem you really need to worry about it the one in your weapon. You'll want a star emerald (70% CD), which currently runs about 1m. If you've got 3m-4m left over then, get the 80% gem, but I wouldn't spend more than that. For the other sockets, jsut get what you can afford. You don't want to be paying for anything too big - it's not worth 300K just to get another 4 dex, for example.
Overall, you're looking to get about:
20+ Move speed
3% Life Steal
Use a tool like d3up.com to "virtually" buy the gear before you spend your money, and see what your total stats will be if you bought it.
Anyway, have a look at my profile: http://us.battle.net/d3/en/profile/Demiwraith-1534/hero/3500618
This is an example of the sort of thing you can get for 30m. I'll actually for sale, and you can have it for 30m.
It's essentially what you can get for that price range. If you want to play [i]right now[i], it's probably better than you can do just using buyout prices. If you're going to be shopping for a week or two and are dilligent about checking with d3up or other DPS calculator or spreadsheet, you might be able to do better.
(Pease do the virtual shopping and use a DPS/EHP calculator like d3up.com if you decide to try and build your own set. Almost everyone who just goes out and buys gear winds up with significantly worse results than those who use these tools).