For this little adventure you will need
MAX7219 chip ( I got mine from eBay)
01. uF capacitor
ATMega328 (or an UNO)
8x8 LED matrix (again, eBay)
a limiting resistor depending on your marrix
5V DC Power supply (you'll never guess, eBay!)
I get a lot of info from the Arduino.cc
web site, they have all the info you could possibly need if you know where to look.
Although there is no capacitor shown on the schematic it should have a suppression capacitor of around 0.1 uF as close to the MAX chip as possible. Most instructables also mention this although the value does seem to change from one to another.