Lights, there are several types of lights for growing. Choose Metal Halide,HPS or CFL. I recommend to use CFL's if you are new grower, cause they are cheapest (also they produce lowest heat). Fans, for cooling the plant and prevent it from any harm of the high temperature caused by lights (and strengthen the stem too) Pots,soil,water, and a good spot.
Get some seeds first of all, a nice and anonymous(hope so) way is to buy over the internet.
After that, sneak around over here, read some articles about growing.