You will need:
1 overflow box - Suggest brand CPR
PVC - various quantities
1 wet/dry filter - Suggest brand CPR
1 pump - suggest Mag Drive or Quiet One
vinyl tubing - bout 6 feet
Hose clamps - 3/4" to 1 1/4"
Filter Media
Bio Media
I advise you to just go out and buy everything you need. Any decent pet shop will be willing to help you out and get you what you need. Then it will be a plug and play setup.
If you are wanting to save some money and go DIY, then I suggest a good amount of reading and searching in the DIY section before you build. We will be more than happy to answer any questions you have regarding setting up the filtration, but there comes a point where you are going to have to research for information and learn about what you are wanting to do. There are far too many DIY threads about making these setup for someone to have to walk you through building one step-by-step. Please PM me if you need help finding some of these thread and I will be mroe than happy to send you a few links to read.
I agree with Pharaoh, the best thing to do is research and get a general idea of what you want / need. After that post a thread with the information that you have and people will be more than happy to help you "fine tune" your filtration system.
I had a pretty good idea of what I was going for with mine but the members of this forum helped me make some very valuable changes. However, they also helped me spend a lot more money so it's kind of a wash.