While the art of glass crafting allows for a lot of creativity, there is a common set of things needed to make a stained glass panel. The two most common construction styles (foiled and lead came) require different components to assemble the panel, but the glass used is the same for each style.
Technically, you will need a good working surface before starting any of this process. Something that allows you to drive nails or use push-pins to hold the pieces in place works, like a ceiling tile or plywood. Many people prefer a material called Homosote, a grey paper board made from recycled fiber and paper that is self-healing. It does not contain splinters or fiberglass threads that plywood or ceiling tiles may contain.
First, a pattern is recommended. Patterns are available online, from manufacturers, at stained glass stores, or you can find quilting patterns or coloring books that will work. One caution is that a deep concave curve is difficult to cut in glass using traditional scoring tools, you will either have to modify the pattern or cut the glass using a diamond band or ring saw.
Second, choose your glass based on the pattern and colors or styles you want. The quantity of glass you need is at least the same as the window size, but if you want to use specific parts of a piece of raw glass or are cutting curves, you will need more (at least 20% more). If this is your first time you will likely need more raw glass because you will break pieces incorrectly. Do not throw scrap away, save them for mosaics or other glass panels.
Third, a glass cutter with a carbide wheel and some cutter oil. There are 4-5 major styles of glass cutters, from the old style pencil with a rounded end, to pistol grip, to paddle style, and there are even specialty cutters for people with arthritis. Cutter oil is a lightweight oil used to lubricate the cutter, but it also fills the crack and helps transfer the shock wave that breaks and scores the glass (debated). Your glass cutter will be the most frequently used tool, and it is well worth the money to buy a quality tool.
Fourth, a pair of breaker/grozing pliers and another pair of running pliers are recommended. Breakers are used to chip or pull off small pieces of glass, running pliers stress the glass and drive the glass to crack along your score.
Fifth, a grinder is usually needed by beginners. Traditionally glass artists used a grinding stone to rough up the edges and remove sharpness or grind it down. Today a grinder is motorized, and the vertical shaft spins a diamond coated rod while keeping the piece wet.
Sixth, if you are doing the lead came construction style, you will need raw lead came, which comes in six foot lengths or on a roll. Typically, an H shaped came is used (like RH-6) with a rounded top and bottom and square slots to fit against the glass. U shaped and flat came is available, as is copper, zinc, lead-free, and re-enforced versions. Stretching came is commonly done to pretension it, however, many artists state it is not needed.
If you are doing foil construction, you will need a roll of appropriately sized copper foil with an adhesive back. Copper foil comes in copper, brass and silver color, with straight or wavy edges, in different thicknesses, and the adhesive back can be black or copper colored.
Seventh, you will need solder. The standard solder used is 60/40, but other versions exists (like lead free). Do not use rosin core or acid core solder.
Eighth, You will need flux. Flux is a wetting and cleaning agent for Copper and Solder, and comes in a paste and liquid form. Use a "flux brush" or a disposable brush to apply it. If you apply too much, your solder may bubble when melted. Too little, and it may not stick to the copper or lead.
Item number nine: A soldering iron. Foil can use a smaller iron than lead came construction. Commonly, a 50 watt to 100 watt iron is used. Electronic irons control temperature better than a standard iron, but you can adapt to either with enough experience.
To finish a foil based panel, you may also want "patina" to blacken the solder and metals in your panel. Copper Patina can also give a copper color to your panel. Generally, the patina for zinc is different than the patina for lead and solder, you may need to buy both if your panel has both types of came.
To finish a lead came panel you will need putty (such as DAP, even though they do not certify it for stained glass windows it does work well). To work the putty into the areas between the glass and came, you will need stiff bristled brushes. To remove the excess putty, you will need whiting, and a larger stiff brush. Generally you do not patina a lead came window, as the putty and whiting and brushing act together to darken the metals.