Well, a newer system(a slim one, will say on the box) will come with one controller, a headset, and built in wifi. It's up to you if you want a play and charge kit, as the 360 controllers do not auto recharge like the PS3's.
Aside from your normal cables you might want, that's about it. I use the same HDMI cable for my DVD player and 360. You can also add in Xbox Live costs, but MS usually has some deal for new members going.