Dr. Hardin, the course director, sells this stuff cheaply and donates the money to a memorial fund, so try him first. Otherwise try upperclassmen or the bookstore, in that order. Do not buy some fancy dissecting kit. You will lose half or all of it by the end of the semester, and everyone in your class will think you are a geek. A lab coat is not a necesssity, but many people wear them.
Most people end up going to lab in some old T-shirt or painting frock.
You will also need an atlas. The best one is Netter's Atlas of Gross Anatomy. Upperclassmen will post notices if they want to sell their books, and the bookstore has a used book section. If you cannot find any cheap, used book, don't worry, people will not think you are a geek. Most of them are going to buy new books too.