Quick-and-dirty checklist for a first-time indoor grower:

Fox Farm Ocean Forest soil
Fox Farm 3-pack for nutrients
Vermiculite
Perlite
Dolomite lime
400 watt switchable HPS/MH digital ballast with cooltube
400 watt Hortilux bulb, and any ol' 400 watt MH bulb
4" centrifugal fan (Vortex or whatever)
4" flexible ducting
4" to 6" duct expander (to connect to cooltube)
Carbon filter
Fan speed controller
Big cabinet (4'x2'x6'ish)
Assortment of screws and nails
4 strong casters (so you can roll your cabinet around)
Duct tape
Weather stripping
Rubbing alcohol
2 x 8"x8" Doran darkroom louvres
Drill with bits
Saw with extra blades
Hole saw kit (ebay has em cheap)
8 x 1/2 gallon square pots
6 x 2 gallon square pots
4 x 4 gallon square pots
ph testing kit
Timer
A couple of surge suppressors
Heavy duty extension cord
Some good seeds
30x jewelers' loupe (ebay again)
White paint and paint brushes, or mylar
Staple gun and staples

Probably forgetting a few minor things, but that's a reasonable list to start with anyway.