Honestly, I haven't seen a kit with a wort chiller. I bought my kit, a turkey fryer (with 7.5 gal pot) and a wort chiller before my first batch. I have been using the 7.5 gallon pot even all grain. I plan on upgrading to 15gal eventually, but 7.5 is great for full boil extract batches, and is only a bit small for all grain.
I found one kit with a wort chiller in it, the kit upgrade #3 might be where i'm going to start.
http://www.homebrewing.org/Beginner-Beer-Making-Kits_c_205.html
For the record, I
wish my starter kit had come with an immersion chiller instead of a glass carboy. Or a bucket with a hole in it, for that matter (it was meant to be a bottling bucket, but I'm finding it it relatively worthless as I prefer to bottle with a siphon). I'm waiting to see if I get the chiller for Christmas; if not, it's the first thing I'm getting with Christmas money.