Danton asked that very question in Questionland, just a couple days ago and e. strange (who is clearly some kind of expert on the subject) gave him over 800 words of tips, tools, and advice. Here's just a sample of the list she provided:
Clamps - you'll need two per screen; I don't know how many screens you're going to have active at one time, but just know you need two per screen. Prices vary depending on quality. If you're going to be doing heavy production, I'd recommend shelling out for good clamps
Screws - Screws needed to attach your clamps to your board will need to be purchased separately. You should be able to get these at any hardware store.
Board - You'll need a board to clamp your screen to. It doesn't have to be fancy. 3/4 inch thick is good - you want it to be thick enough that it won't warp, but the thicker it is, the heavier it will be and you'll probably be moving it around.
Emulsion - This is the light-sensitive liquid that you will use to expose your screens. It can be purchased in small quantities for occasional, but if you're going to be doing a lot of screenprinting you might want to invest in the professional stuff that comes by the gallon.
See everything she lists here. For being such a thoughtfully thorough response, e. strange's answer was chosen as this week's Answer of the Week! Both e. strange and Danton get a $25 gift card to Pagliacci Pizza.
Don't spill any pizza sauce on the screen. I bet that'd be a bitch to get out.
There are literally hundreds more questions and answers waiting for you in Questionland. Go get smarter!