I assume you are buying a SATA HDD and Not an older IDE (PATA) drive.
To connect the HDD to the Motherboard you will need a SATA data cable (usually red, seen som orange and yellow ones). Most MBs throw in a couple. You should have plenty of Power connectors coming from the PSU. IF the PSU does not have any SATA power Connectors you will need a molex to sata adaptor (usually a 6" cable)
For an "older" HDD and/or older DVD drive you need the 80 wire (40Pin) Wide ribbon cable. Remember on newer MB - Only ONE IDE connector (only two devices).
No drive I can think of would need anything other than it's data connection to the system. I suggest you do not buy a DVD or BluRay drive OEM though, as those usually would come with movie play-back software that you otherwise have to pay for. There are good free media players for DVDs but if it's only $10 difference or so, probably just as good to get a retail package.
If you get a bare bones video card, you would ofcourse need the cables and possibly any adapters to match your monitor.