What you will get with the ECU is all the neccessary wire to make your own engine harness, and the pins and assmblies to connect to the 034 ECU itself. You will need all the sensors, injectors, and coils (as well as all the appropriate connectors to plug into them) to make things work.
The coil on plug units are on ebay quite regularly, I picked up 8 COP's for a '93 droF Rustang Cobra on ebay for ~60 or so. You need the 'regular' two pin type, with a constant +12v feed, and a ground signal trigger.
Right, I picked up 6 Ford coils for $20. Then for connectors, just go to the junkyard and grab some white coil connectors from a festiva, or mazda 4 cylinder from the mid 90's. You have to file a tab off the coil to slip them on, but other than that they fit perfect. Nate, do you stll have that photo I sent you?
Yes, Nate is correct, the ECU itself, color coded wiring and ECU connectors and pins. Everything else can be sourced for as cheaply or expensively as you like, that's why I don't bother trying to provide other more "universal" components since everyone does things so differently. I also offer all sensors and hardware to go with the system if you'd like to purchase it through me, I can put together a package deal for you.
Any 3-wire coil should be compatible, some newer 4+ wire coils actually have the ignition driver built into the coil, so that isn't compatible w/o some customization of the ECU, but stick to 3 wire or 2 wire and you should be fine.