Miniatures. You can't play a miniatures wargame without them. Actually, that's not strictly true; you could use cardboard chits, small glass beads, or chocolate buttons, but let's run with the first assertion. You're going to want to paint your little soldiers so that the dice gods may show favour upon them. Unpainted miniatures (or "minis") just look naff when your opponent is fielding even the most poorly daubed unfortunates.
To begin with, after you've got rid of mould lines (a thin line around the figure where it has been cast) and flash (rogue bits of metal/resin/plastic), you have to put on an undercoat. On the mini, not yourself. There are several schools of thought on undercoating - brush vs spray vs airbrush, black, white, grey, acrylic, enamel etc etc
Here's my current method: I use car bodywork spray paint from Halfords. It covers really well and is half the price of most hobby brand sprays. For my Dark Eldar army, I have been using a light coat of matt grey to begin with, and when this has dried, I give it a more concentrated coat of matt black. The grey helps the black to adhere and also, when you come to paint the minis, you will find niggly bits the spray missed. You can then go over these with black paint on your brush, which is easier if you have the grey base to work from, rather than bare plastic/metal/resin/sponge cake (one of these may be a lie).
I prefer a black base as it provides easy definition for the separation of different areas of colour and texture. Here's an example:
|Already quite a way along, but you get the idea|
You can see that the black provides a clear distinction between Amanthas' skin and her... jewellery. Some people dislike black as you either have to use highly pigmented solid layers of paint, or many many thinner layers. I don't mind this as I prefer the high contrast that black provides, and also the discipline of thinning my paints that it necessitates. I may well talk about how white and grey undercoats can provide different effects in a later post.