-1 x 6 rough sawn cedar 6 feet in length (There will be some "waste" if you are making only one of these, but the "waste" can be utilized if you are making several.)
-A 2 inch drywall screw
-A table saw or a radial arm saw
-A thin plywood blade for decorative effect
-A nail set for finish nails
-An electric hand drill and bits
Note: Legend in the Bethlehem area says Jesus was born in a cave that was used as a cattle stall. Using a cave to keep cattle was a common practice. According to books on the customs in biblical lands the Greek word in St. Luke's Gospel that means 'manger' implies a large room in which cattle were on the ground level. There would have been a raised platform about three or more feet above the ground level. The people would have used this for their living quarters. A feeding trough used as Jesus' crib would have been formed from a flat piece of stone placed at an angle against an outer wall. Mary and Joseph would have lodged with the owner family on the raised platform. There is no way for us to know the exact details of the place where Jesus was born, but there is also no harm in depicting it as a cattle stall like the one detailed in this Instructable.
And, you will have to decide how many figures to include in your display. It is quite likely the Wise Men (Magi) did not arrive on the night of Jesus' birth, but arrived some time later. St. Matthew mentions that Mary, Joseph, and the baby Jesus were in a house when the Magi found them. It appears they have had time to relocate to more suitable quarters, unless the house would have been the second possibility in the paragraph above (a large room shared by the people and their cattle). In The Bible as History, Werner Keller lays out a fascinating case for a convergence of Saturn and Jupiter as the Star of Bethlehem. St. Matthew notes that after the Magi talked with Herod, the star rose again. Keller lists three recorded appearances of a convergence of Saturn and Jupiter that appeared very near to one another in about the right years to coincide with the birth of Jesus. We will never know for certain, and others will disagree; but, these things could well indicate that the Magi did not arrive until some time later. In that case, you may not want to include Magi in the figures you use.