there are a number of different (types) of applique and the different techniques require different tools/supplies. the easiest (least expensive) would be needle turn hand applique, which you simply need back ground fabric, applique fabrics, some sort of paper (freezer is often used but newsprint works) for making templates, needle and thread.
fusable applique you need some sort of fusable material. machine applique can use any number of different time saving tools. some easy to make yourself, some pricey, some in-expensive