Unless you have a case already you would need a case with that. If you don't have any computer components, you would also need keyboard, mouse, monitor, speakers. The cases should come with all the fans/wires/buttons/etc...
The motherboard comes with the IDE cables/screws/backplate/the rest
The power supply should come with the wall plug and all the connectors for the computer hardware.
Basically if you just buy what's listed above you should have all the accessories required to connect it together.