No idea if the same chemicals as Caswell uses but:
sodium hydroxide (lye, really nasty stuff) - eBay, soap makers also use this
zinc oxide - eBay
muriatic acid - Home Depot, Lowes, etc.
distilled water
zinc sacrificial plates - McMaster, probably also eBay, salt water boaters also use these
plus the plastic buckets, copper hang pipe, copper wire to suspend parts, possibly jumper wires
You'd also want those rubber gloves that come up to the elbows, rubber apron, goggles and face shield, vented area. They say to always pour the agents into the distilled water, never dump the water onto the chemicals. If your're more comfortable using the Caswell setup, which has its own instructions, you should go that route. I think Eastwoods also had a kit but it looked cheap.
That power supply looks good, if my first run is crappy I may look into one.