Obviously, you'll need some type of gelatin, oranges, and something to make the gelatin in. If I was smart, I'd be able to tell you how many oranges you'll be able to fill with one package of gelatin. It also depends on how big your oranges are. Normally, I make these for parties, so I just buy a whole bunch of oranges, and a whole bunch of gelatin. I've never had a problem with leftover gelatin! I used orange just for demonstration purposes, you can use any color you like. While we're talking about things you want to add, check out this website: http://www.myscienceproject.org/j-shot.html
I don't recommend using the highest amount of booze you can use, as you want a little more structural integrity in your gelatin. Oh yeah, the one thing I forgot, a tray to put your oranges on, as you'll see why later.