Well, you'll need a shaft, grip, ferrule and head. You know, the basic club components.

You'll also need clubmaking epoxy (and a method to administer it), grip tape and the proper grip solvent (some grip tape is water-actuated, while other tape is solvent actuated). Some shaft blocks for your vise would be a good idea. Also, a hacksaw or pipe cutter for steel shafts and some sandpaper for prepping the shaft tip is necessary.