555 Timer IC (I used a Texas Instruments NE555P, you can use pretty much any other brand)
A breadboard (doesn't have to be big)
Some wire; bare or stripped (you can use staples if they are thin enough)
One 1 megaohm resistor
One 100K resistor
One 100 ohm resistor (a 100 ohm potentiometer is better but optional)
One 1000 picofarad capacitor (in nanofarads: 1 nF
in microfarads: .001 uF
A Cds cell
A Piezo siren/buzzer
The resistor values can be experimented with but I reccomend these values for the most sucess.
The piezo can also be a speaker.
The capacitor value should probably stay the same.
You can try different Cds cells.
A great place to find components is the Electronic Goldmine: http://www.goldmine-elec.com