Do a search on the internet. A quick list
2. Air Tank
3. Air Line
4. Air Line Fittings
5. Air line Valves
7. A power source (upgrade your battery)
8. Four Bags
9. Upper and lower bag mounts for the front and back
10. C-Notch if you want to lay frame
11. Ditch the leafsprings, Have a 2,3,or 4-link installed
12. MUCHO DINERO
If you don't know what your doing, have a reputable shop install everything. Don't get some hack to do it for cheaper, because more than likely it'll break, won't look professional, and you'll have to pay to have it redone. Trust me, I did this.
You'll have to have the mounts welding on to the frame, and a notch will have to be welded to your rearend. Many companies sell complete kits for specific vehicles, but you still need to have it installed.
Some links for pics and other links
(a good one with lots of install pics)
Read Truckin, MiniTruckin, Street Trucks, and any other Truck Customization Magazines.
Good Luck and be prepared to spend some money.