I got my cable and connectors from the web site drifter put up. I then went and got the terminal (jump start point) in the engine bay from a BMW in a breakers. really need to go back and neatern mine up as it was a bit rushed.
I'm in the process of doing this to mine. Well I've bought all the bits and just waiting to fit it. somewhere on the forum is a thread i think created by peg^ that lists all what you need. I bought all my stuff off ebay as tbh its only cables and connections you need. I'm using a battery from an E46 328 from halfords for about £60. it might be overkill but its going in the boot and my last battery was about the size of a nokia 3310 battery! Other options for this that people have done is get the wiring from 3 series BMW's as they have battery in the boot and can work out cheaper if you can find one.
In terms of install its quite simple- run power cable from positive in the engine bay. through the interior to the boot. Install as breaker before you get to the battery then earth the battery to metal in the boot. get a tray made up/buy one and mount it wherever you want it.