If you're just looking to try it out, I would get a pair of 2 gallon buckets($10) from the local hardware store, a 30 gallon or up air pump($20-$65), 2 5" air discs($12), a couple of netpots($3) and a small bag of hydrotron($10). Then you simply drill a small hole high on the bucket to fit the air line for the stone, place the stone in the bottom of each bucket, cut a hole in one of the lids for the netpot, and you've go a dwc setup. If using chemical nutrients(GH Flora, Technaflora, ect) change the res every 1-2 weeks, if organic(not recomended for first run) only let it go about a week. when it comes time to change the res, just fill up your second bucket with fresh nutrients, lift the lid, plant and all, off of the old and drop it ontop of the new. Res change complete. It is very simple, as long as you have a good ph and ppm pen. any other questions, feel free to ask, here are links to what I would use to build it....
the buckets(any local hardware store)
http://www.lowes.com/lowes/lkn?action=productDetail&productId=194347-1152-20256&lpage=none
Air Pump(the bigger the better,These are what I personally use)
http://www.growlightexpress.com/pumps-irrigation-41/air-pumps-42/dual-diaphragm-air-pump-270.html
Two 5" air discs(like these the best out of the cheap stones)
http://www.petsmart.com/product/index.jsp?productId=2752196
Netpots(3")&Hydrotron(10l)(usually need to order online or have a local grow store)
http://www.altgarden.com/store/cart.php?m=product_detail&p=387
http://www.altgarden.com/store/cart.php?m=product_detail&p=38