OK Well the Bob Roberts information pages are required reading, but the basics you need:
 - an arcade "switching power supply" (just a basic one that outputs +5v, -5v, +12v, -12v)
 - a monitor
 - an isolation transformer *IF* the monitor you get needs one (newer ones don't usually)
 - an AC filter
 - a fuse block. It's wise to put fuses on the lines that go from the power supply to the game board, which means you'll need 4 fuses (one on each voltage I mentioned up above). I think you also need another fuse too on the main AC line.
 - a JAMMA harness (this is the part that connects everything to the game circuit board--provides the board with power, joy/button inputs, coin switch input, etc)
 - marquee lighting (optional really)
 - an AC power switch
 - a 3 prong power cord
 - and other than that, wiring and controls.
That's about it. JAMMA cabs are pretty simple beasts.
~Ray B.