The only gasket you *might* need is the passenger side flange gasket where the exhaust manifold meets the X pipe. Yours may or may not need replacing after you remove the stock H pipe. I know mine did, it leaked bad and sounded like a dump truck.
Also you will need a few different sized extensions and a swivel socket will take a BIG PITA portion out of the install. I dont remember the sizes of the sockets though.
I also reccomend something like PB blaster or WD 40 to lube up the bolts that may be stuck on fairly well. I also used a small breaker bar to get one or two of them off.
The only problem I ran into was the upper o2 sensors. I for the life of me (and my bleeding hand) could not get them unclipped from their wire harnesses on either side, so I removed them with the pipe still on the car (with an o2 sensor wrench, not needed if you have a good adjustable or regular one in the right size) and left the rear o2s on and transferred them over after I took the pipe off.
Also, what year is your car? If its an 04 I beleive you need o2 extensions.