Everything Reiko said is pretty much what you need...plus the following:
Greens (collards, mustard, enchive, escarole, dandelion, parsley and clover is a good regular mix)
Unprinted papertowel (just plain white without any designs inked on it) is a great substrate to use for the first 4-6 months. After than washed playsand is good.
THe only thing you will need to buy at the petstore is the multivitmin and Calcium suppliment and UVB bulb. (either tube or mercury vapour bulb). The following you can get at your local home hardware style store (ie Canadian Tire, Home Depot):
basking light (either regular household bulb or regular flood light) wattage about 75-100W depending on size of your initial enclosure (I use 75 W bulb in a 35 gal aquarium (around 3'long, 1' wide, 18" tall)
Clamp with hood (to hold the basking light.)
Under Cabinet flouescent fixture (I use a 18" fixture for the above tank...just make sure you can find a UVB that fits the fixture).
At any discount style store you can get the following:
A foot and half long trough style flower pot, cut little doors one on long side, and one at end to serve as a hide. Two ceramic ashtrays to serve as feeding dishes (really only need one but nice to have extra)
Outside:
A few natural rocks large enough not to be eaten (could be flat wide pieces or low roundish rocks big enough for the dragon to use as a secondary basking spot). Clean these ahead of time with dishsoap then soak in diluted bleach for half hour or so to kill anything nasty. Rinse and dry well.
The rocks are optional as you don't need them.
To select a healthy bearded dragon it is better to get it from a local breeder instead of the petstore. But if the petstore is your only option, look for a lizard that is alert, head up high and looking around. It's body is well filled out with no ribs or hip bones sticking out. The base of the tail should be nice and thick. Make sure there is no discharge from the eyes or nostrals and the vent area is clean. The cage itself should also be clean and not full of poo. You should also get a dragon that doesn't have any missing toes or the end of the tail.
Another thing to watch for is the condition of the rest of the dragons in the same tank. If most are lathargic or sickly looking it could indicate parasites or disease which may have infected all of them without all showing signs of the illness. Soft watery looking poo is also an indication of parasites though with so many in the same cage it is very hard to tell which one the poo belongs to. Again, if the poo is all over the place there is a high chance all will have parasites even if only one was initialy infected.
Hope this helps 