if you get the 2002-2004 cams, you will need 2 new cam bolts from ford. if you get 99-01 cams (press on cam gears) you wont need anything. some say to get the springs because of the higher lift, but 4.6L 2v springs are the exact same, 1996-2004, so its really pointless. if you want to do it the cheaters/easier way, you would also need to pick up the cam retention tool from ford (only select dealers sell them, and last i checked its a little over $130). basically makes it easier so you dont have to remove the timing chain cover.
if you remove the timing chain cover (a must if you get 99-01 cams) you should also pick up new timing cover gaskets. there should be 3 of them, plus the timing over seal (o-ring thing that goes around the crank).
if you still have the original valve cover gaskets, it would be a good idea to replace them as well, or at least have spare ones that you can return in case you dont need them. intake manifold gaskets as well MIGHT need to be replaced, but i doubt it. after 140k miles, mine were still perfect.