Before we can tell you what parts you will need, you need to tell us what you plan on doing. Let's start from the top. What size tank do you have? Does it already have any holes drilled in it? Will you be using a sump system or a hang on back filter system?
You can get all your plumbing parts from Lowe's or Home Depot.
An overflow is simply a device for getting water out of your tank and into your filter system. There are several designs and the main differences are noise, reliability, cost, how simple they are to install, and maintenance. Overflows can consist of an elaborate siphon system or just a hole in the bottom of your tank. Obviously the siphon is the easiest to install if your tank already doesn't have holes but the "hole in the bottom" is the most reliable. Siphons can stop working if not designed properly and when that happens, your tank can overflow.
With that said, I use a "U tube" siphon to take water out of my auto top-off system and into my sump. I find that if you design it properly and keep it maintained, a siphon can be very reliable (and is fun to build).
My tank has a bulkhead. This is a water dam that sits in a corner inside the tank. Water spills over the top and goes down into a drain hole behind the dam. This drain hole is the overflow. A bulkhead is simply a wall that is used to hold back water. These are used so that the tank water will be held back and kept at a certain depth (like a regular dam). People without bulkheads often have the problem of their tank water surging up and down because of the irregular flow of most overflow systems. However I said most... That is where different designs come into place. If your tank doesn't have a bulkhead you can still design an overflow system that keeps your tank water at a constant depth... Like I said, the bulkhead is a way to keep the tank at the same depth while the water is free to vary in height in the overflow behind the bulkhead. Water can surge up and down behind the bulkhead all it wants, it will not affect the main tank...
When water spills down a bulkhead it can create a lot of noise and gurgling. That is why I use a durso standpipe. This is basically a tube shaped like an upside down "J". The tube is a way to mask the noise of the water going out the overflow. By its design, it eliminates gurgling and raises the water level behind the bulkhead (dam) so that it doesn't splash as loudly. Think of the dam as creating a waterfall. The higher a waterfall, the louder it is. A standpipe raises the water level so that the water doesn't have as far to fall behind your bulkhead. That makes it quieter.
Bulkheads can also be used in siphon systems to keep the siphon from breaking when the power goes off. If a siphon gets air in it it will stop and your tank could overflow. Putting a bulkhead in the system keeps air from getting into the siphon which increases it's reliability. Basically people can put bulkheads anywhere from inside their tank, to outside it on a hang on back siphon system. They all have the basic principle of regulating water level.
There are other types of overflow systems and differing designs of standpipes... but before we get into the "infinite" possibilities, we need to know what you have so that we can narrow it down. There are threads here which show pictures and how to information for each of these systems... Some of them you can buy, some of them you can build yourself. It's basically up to you and how comfortable you feel working with your hands.