We present high-quality Keck/LRIS longslit spectroscopy of a pilot sample of 25 local active galaxies selected from the SDSS (0.02<z<0.1; MBH>10^7 M_sun) to study the relations between black hole mass (MBH) and host-galaxy properties. We determine stellar kinematics of the host galaxy, deriving stellar-velocity dispersion profiles and rotation curves from three spectral regions (including CaH&K, MgIb triplet, and CaII triplet). In addition, we perform surface photometry on SDSS images, using a newly developed code for joint multi-band analysis. BH masses are estimated from the width of the Hbeta emission line and the host-galaxy free 5100A AGN luminosity. Combining results from spectroscopy and imaging allows us to study four MBH scaling relations: MBH-sigma, MBH-L(sph), MBH-M(sph,*), MBH-M(sph,dyn). We find the following results. First, stellar-velocity dispersions determined from aperture spectra (e.g. SDSS fiber spectra or unresolved data from distant galaxies) can be biased, depending on aperture size, AGN contamination, and host-galaxy morphology. However, such a bias cannot explain the offset seen in the MBH-sigma relation at higher redshifts. Second, while the CaT region is the cleanest to determine stellar-velocity dispersions, both the MgIb region, corrected for FeII emission, and the CaHK region, although often swamped by the AGN powerlaw continuum and emission lines, can give results accurate to within a few percent. Third, the MBH scaling relations of our pilot sample agree in slope and scatter with those of other local active and inactive galaxies. In the next papers of the series we will quantify the scaling relations, exploiting the full sample of ~100 objects.