You can re-use the crown cap bottles (not screw caps) from store bought beer or even grolch bottles. In a pinch you can use pop bottles.
The vat can be any large pot big enough to hold your wort and at least a gallon or two over. Although some people won't do it (rumors of alztimers etc.) you can use an aluminum pot, stainless is better but more expensive.
What type and size of kit did you get? Extract, extract with specialty grains or all grain? 3 gallon, or 5 gallon? If it's extract and 3 gallons you probably have the pot big enough already. If it's 5 gallons you can either make half the recipe at a time or you'll need about a 7 gallon pot to brew the wort in.
goto my site here I have a basic brewing ebook (about 80 pages)http://www.deejayssmokepit.net/microbrew.htm
Here's a website that lists many online suppliers:http://www.ratebeer.com/ShowHomebrewShops.asp
These are my favorite suppliers:http://www.homebrewheaven.com/http://www.listermann.com/http://www.homebrew.com/index.shtmlhttp://www.homebrewit.com/
These are really nice folks to deal with (one is right next to Smoked)
Good Luck! Just ask if you have anymore questions!