They usually comprise a hatchery, rocks of salt (they hatch in salt water), airline tubing to attach to an air pump, brineshrimp eggs and brineshrimp food.
I just use an air pump, some rigid tubing connected to flexible tubing, and a 2 liter bottle cut in half (one inside the other so that the pointy end faces the bottom of the other half). Costs me less than a dollar for the full bottle of soda.
To hatch, get rock salt or ice cream salt (1 rounded tablespoon), your eggs and some water (about a quart). Rock salt can be bought here for $1.50 a box. Eggs can be ordered online for pretty cheap.