Thats great
*Wheel: I'd go for a Wodent Wheel if you can get your hands on one! Failing that, then a Habitrail one or a Comfort Wheel.
*Substrate: This is up to you what you want to use, there's lots of different types of floor covering ranging from woodshavings, to carefresh, to cardboard squares. Personally, I do not like using woodshavings as I find them very dusty and not very absorbant. If there's any stables near you, you can get bedding like Megazorb, BedXcel (what I use), Auboise... or have a look on the internet
*Bedding: For their beds. I use "Safe Bedding" from Pets at Home, mixed with plain toilet paper. Avoid all cotton wool and fluffy beddings as it is very dangerous for hamsters.
*Food bowl: ceramic ones can be better so they can't tip them over.
*Water bottle: just a standard water bottle is fine.
*Food: I use Harry Hamster and am very happy with it, it's apparently one of the few brands which has a probiotic (good bacteria for the gut) in it. I wouldn't use Pets At Home Hamster Muesli as it has added sugar.
*Toys: you get lots of different types of toys. I'd avoid ones with rope, as it's dangerous if swallowed. You get wooden garlands, lots of different tunnels, puzzle playground, bridges, see saws... the list is endless!
*Exercise Ball: Some people like putting their hamsters in an exercise ball so that they can roam around the house without getting lost (of course you still have to supervise them though!). I've found my hamsters prefer to be handled though and roam "freely" (with me closely behind them stopping them from going anywhere/doing anything they shouldn't!) If you get one, make sure your hamster isn't in it for longer than 20 minutes at one time. They need regular breaks.
*Treats (optional): Can help with taming a hamster if it's from a pet shop. It is worth finding out if there's any breeders in your area as the hamsters will already be tame, friendly with a great temperment and have a good genetic history etc.
Can't think of anything else off the top of my head! But those are the essentials.