Pine and cedar can cause respiratory problems in hamsters. A good wood shaving bedding material is Aspen shavings. Paper based shavings are also available and are safe. The material should be torn into small strips. Hay works great as long as it is clean, not moldy or dusty.
Straw can be too sharp and can injure the hamster.
A good water bottle is a must. Pick out a high quality water bottle because the cheaper ones are susceptible to leakage. An exercise wheel should also be provided. Most hamsters will use an exercise wheel but not all. The exercise wheel should be of the solid variety and not the runged variety.