-You need a decent size cage, much bigger than the crappy small shop bought ones. At least 80 wide 50 deep! The hamster heaven is very popular!
-Food - I use harry hamster! It goes down well and has everything they need
-A wheel - Again not a shitty small shop bought one (chances are the one that will come with your cage will be too small) . Hammy needs to be able to run flat with no bend in his back. I have a wooden Karlie wonderland which is a great size and compleatly silent apart from the patter of tiny paws :)
-Bedding - woodshavings not great. Megazorb fab - if you can find it. Carefresh is another of my faves - quite pricey but very very good! Shredded toilet roll as nesting material. NEVER cotton wooly type bedding, can cause all sorts of problems!
-Toys - Toilet roll tubes to chew and tunnel/Wood block to gnaw/Treat stick/ Bridges/ ladders/ egg boxes closed with treats inside.... use your imagination. You will find it fascinating to watch!
-Water bottle or bowl
-Sand bath (optional) - one of mine used it as a toilet, the other one uses it to dig and bathe in.
-A ball - Some people like them , some don't. I do! Hammy is safe. Its a good place to start taming. Start teaching him that ball means fun. Have ball on your lap let him use it as his safe place to run back too if he needs too whilst taming.
-Treats - Ones that have gone down with me is:Mini dog biscuits. Good for their teeth! Meal worms (live or dried), small pieces of cooked chicken/pasta, odd piece of cheese is loved dearly! A tiny piece of fresh fruit of veg every few days always goes down well, carrots, apple, cucumber.etc , but not too much or it could give them runny poo 
A empty bath is great for taming. Sit in there with hammy, don't touch, just let him climb over you, run up your sleeves etc. Once he is used to this then work upt to hand holding.
A great way to get them some run time is to shut all your doors in a hallway and make a play area with treats to find, tunnels etc. Make sure there are no escape holes!
hamsterfanaticforum.co.uk is fab for advice and little tips on happy hammys. They have some great cages to look at to to give you ideas!
i may be back if I can think of anything else! Have fun with your new hammy! They are fab!