So you want to start kegging your beers, good it's about time.
What do you need to begin?
Obviously you need a keg. Kegs are available used, refurbished or new. See Buying kegs.
Also you will need:
-hoses (how much hose? what kind of hose? balancing info)
-quick disconnects (both a gas in and beer out)
-CO2
-picnic tap
Now, how are you going to get that beer cold? There are a couple ways to solve the problem. You could counter pressure fill a bunch of bottles, run the beer through a chiller, stick the keg in a tub of ice, or build a keggerator. Bottling off the keg is a good answer if you want filtered, bottled beer. Using a chiller or ice bath is good for partys (or AA meetings). But if you want several beers on tap all the time; you want a keggerator.
Keggerator
A keggerator is simply a refridgerator for keeping your kegs. It can be as simple as a regular fridge with space for a keg or as elaborate as Beer Pastor's.
Building Your Keggerator
Check out Bobby M's video converting a chest freezer into a keggerator: