If you install the lights according to the linked instructions (using the JDM switch), you do not need to buy anything else, except for 4 screws and nuts to mount the light assemblies to the bumper (it's mentioned in the instructions). I used #10-32 x 0.5" screws and nuts - buy them at any hardware store, and get stainless steel if possible so they won't rust.
If you use the JDM switch, you will have to replace one of the 3 switches on your dash with the fog light switch. Most people replace the dash light dimmer, as it's rarely used. I just taped the little dimmer wheel in the brightest position and held it there with some electrical tape, then tucked it behind the switch panel. You also have to use the relay provided, the instructions tell you how to install it.