It all really comes down to how much you wish to spend and how realistic you wish to make it.
A good beginners setup would be gloves, a patient gown, scrubs, lubricant, thermometer, stethoscope, and a speculum.
Gloves, scrubs, thermometer, and lubricant can all be purchased at Walmart, etc and all together will run you about 30 dollars. Patient gowns are found on Amazon/eBay for 10-15. A stethoscope on Amazon ranges anywhere from a cheap 20 dollar deal, to a 200 dollar Cardiologist setup. Finally, a 10 pack of plastic, disposable speculums are available on eBay/Amazon for a relatively low price.
All in all to get started, look to spend about 50 dollars and up for a bare bones setup.
As for exams and procedures, asking the patient to undress, performing a head-to-toe assessment with auscultation, breast exam, vaginal exam with the speculum, anal exam, and rectal temperature.