Let's see...
power wire, probably 4AWG(gauge) or 8AWG, and a fuse as close to the battery as possible. This is from battery to amp. Also from amp to earth.
You'll need a set of RCAs to connect from headunit to amp, possibly a line-level converter if you intend on keeping your stock headunit.
You'll need remote wire (any crappy wire will do!) to send an "on" signal from the headunit to the amp.
You'll need speaker wire (usually 16AWG) from amp to sub.
And I think that's it

places like Autobarn and JB Hi-Fi sell them in kits, but you'll need to get the line-level converter separately.