I am a hand quilter, and I do the rocking stitch. I quilt in a 14 inch round hoop in my lap and I also have a 14 inch square hoop on a stand. I use a #12 Clover Gold Eye Quilting Between needle and YLI hand quilting thread. I used Roxanne's thimble as well as Thimblelady for years. I just recently purchased a T. J. Lane, which I really, really like. Roxanne and Thimblelady's are are heavier than the T.J.Lane. Whatever thimble you choose make sure it has deep dimples so it will hold the needle when making the rocking stitch. I stitch with the pad of my finger rather than the end -- less stress on my hand.
When purchasing a hoop make sure it's a quilting hoop, not an embroidery hoop. I was told to measure the length between the bend in my elbow to my fingers and that is the size hoop I should use. However, I know some people have a larger hoop and it works well for them. I would start out with a #9 or #10 between needle until you learn the stitch. Then as you get comfortable you can try smaller needles (the larger the number the smaller the needle). Your thread should be for hand quilting 40 wt. It is waxed and slides in and out of the fabric easier. I prefer YLI hand quilting thread however I haven't tried many others -- Mettler and Gutterman -- liked neither of those. I have heard that King Tut is a good hand quilting thread. I may try that one day.
I recommend a book or DVD or both called "That Perfect Stitch" by Roxanne McElroy. That is the method I learned. Thimblelady has a book and a DVD with a different method. You can google her and find a short video with her demonstrating her method. I tried it, but just couldn't get it to work for me. But that was after I learned the rocking stitch.
I also do needleturn applique. You do not need a hoop for this. I recommend any of Elly Sienkiewicz's books. Jeanne Sullivan has a new book "Simply Successful Applique" on preturned applique. Jeanne is one of the teacher's at Elly's Applique Academy that's held each year in Williamsburg,VA. There are other books on applique as well as a multitude of videos online.
I warn you, however, if you like hand work at all once you try either of these skills, you will be hooked. It takes time and you will at first feel like you have ten thumbs, but one day it will all click.
Happy quilting.