You will need the following:
A power wire (preferably 4 or 8 gauge) with an inline fuse (typically 50amps)
A battery terminal adapter to connect the power wire
A signal wire to let the amp know when the stereo is on
RCA audio cables to connect the amplifier to your stereo
A ground wire for the amplifier (again 4 or 8 gauge preferred)

Walmart sells a Scosche kit that has all of the wiring as well as a basic diagram for about $25, but it does not include the battery terminal adapter.

If you have a factory stereo you won't have RCA ouputs, so you will need a line level converter. A basic one like the Scosche SLC4 usually runs in the $20 range. You splice into your speaker wires and run them into the unit, then plug the RCAs into it.