2 - 10 gallon Rubber Maid containers,or any size that you works for your space, solid color not see through bins (worms don't like light)
1 - drill and a small bit - be sure the holes aren't so large that the worms will crawl out when they first arrive they are very skinny and dehydrated, after sprays of water and some food they fatten up
1 - bag of shredded paper (free from work or friends if you don't have a shredder or rip up old newspaper or ripped up cardboard and shredded paper combo as the worms eat the paper as well as vegetable scraps.
500 tiny, skinny new Red Wiggler worms from online at Uncle Jim's worm farm
1 - bottle sprayer to spritz on the shredded paper and give the new worms a drink, don't down the paper in water as it won't evaporate quickly once you cover the bin and it will create mold and mildew.
A couple of tablespoons of dirt.
Here's GardenGirlTV's video on how she made her worm bin - however I thought the quarter inch drill holes were a little too big for the new worms I got in the mail. If you have red wigglers that are bigger than you won't have a problem with them escaping. However if you're purchasing your Red Wigglers for the first time, use a smaller drill bit. Also be sure to do your research on worms. There are only a few types of worms that are good for eating your veggie scraps and Red Wigglers are best for vermicomposting. You won't get the same results if you go out into the yard and start digging up common worms.