Having just set my Orca up (2 weeks ago) i can tell you exactly what you will need.
Tank
Stand
RO Water (Excess for top ups)
Sea Salt
Substrate (I used live sand)
Tank scraper/magifloat (for cleaning the tank glass)
Buckets (for mixing RO with Salt)
Thermometer
Marine test kit (im using the Sera Master Kit)
Hydrometer
Fine Filter wool (collect all the crap in the tank)
Sounds strange but i would also recommend buying something to mix the water and salt, i brought a spoon type kitchen utensil. Worked a treat!
I think thats about it, if you can get hold of it i would highly recommend picking up last months and this months Practical fishkeeping magazine as they have some good tips on setting up a nano reef, especially in this months one! If you can't get hold of them everyone on here will be glad to help!