Most painting jobs around the home will require the following:
Drop sheet - I tend to purchase the disposable kind as they are budget-friendly and great for single walls. If you're planning on painting a whole house, you might like to consider something more substantial, like the canvas type.
Paint roller and tray - Rollers are great for covering large areas of wall quickly. I advise going for a roller at least 270mm wide for walls. A paint roller extension pole comes in handy getting to those hard to reach places.
Using cheap drop sheets is fine, but I would recommend putting an old sheet or similar under the plastic drop sheet because if you get even a tiny hole in it, any paint that gets through will then get spread around the floor being sandwiched between floor and plastic sheeting. An old sheet will soak up small leaks and also stop the plastic sheet sliding around. If you don't have one, try your local op shop. They usually have some awful curtains or sheets that no one would want to use as such. - TedBear