Firstly, good on you! The first run is always the worst, it's great that you're motivated!
Interval training is brill to boost cv fitness and help your body move more economically, you'll find it helps improve your aerobic capacity quite quickly. If you have access to a treadmill then it's easy to do interval training, especially simulating hills. However, it's even easier to do interval training outside.
The intervals depend entirely on you. For example, I usually jog x 1 minute, run fast x 1 minute, jog x 1 minute then walk x 1 minute and repeat. However, as my strength and fitness improves I tend to drop the walking minute and just run/jog.
Google "fartlek". It's a Swedish word meaning speed play, it's so simple. While out running you simply say to yourself "I'm going to sprint to that lamppost in the distance", you're basically using landmarks and listening to your body to make the intervals as long or as hard as you want.
Short/fast intervals will improve your overall speed if you're planning on entering races, and longer intervals of speed will improve your endurance and overall aerobic fitness. Along with interval training, don't forget to do normal paced runs to consolidate.
As well as interval training, doing strength exercises in the gym or at home will also improve your running ability and technique. And don't forget to stretch before and after!!!
Do you have a local Park Run? If you're not familiar with these then it's a 5k run held every Saturday morning in loads of locations round the country. You can take it as seriously or not as you want! I find they're good for motivation, you get all ages/shapes/sizes and there's real camaraderie. At the start of each run there's a presentation where t shirts are given out for milestone runs. And afterwards they give out cake! It's a timed run so you can check your time after and aim to improve the next week.
With regards to apps I use Strava and Nike+ on my phone. I use them both as I prefer Strava for stats and Nike for the lady who tells me how great I'm doing and how far I've gone.
I use a Garmin forerunner10 watch, it's quite basic as I'm not very advanced. It tells me everything I want to know though, time/distance/split times. It doesn't give you heart rate but I'm not too fussed about that.
Have a look at www.womensrunninguk.co.uk for some good running articles.