Along with the sizes you will need some tools:
A bike Stand - holds the bike while you fiddle with stuff)
Cable cutters - You must get ones that cut circular cables (park or shimano or pedros)
A bearing Cup press - I recommend shelling out the 100+ bux for the park one, but some people use a hammer, or a long bolt with a couple of washers.
A hacksaw. To cut the steerer tube.
A Hacksaw guide. To cut the steerer tube straight.
A File. To smooth out the steerer tube cut.
Cassette Installation tool.
Bottom Bracket install tool.
A truing wrench. To make sure the rims are true.
Good idea to have:
Cone wrenches (to adjust the cones on the hubs if necessary)
Truing stand. (again, expensive but a godsend)
ARE YOU BUILDING YOUR OWN WHEELS?
KNOWLEDGE. Putting a bike together may not be as easy as you think. It takes some expertise to do a good job. Learning on a 100 dollar headset (chris king) may be a good way to make an expensive mistake.