Cary,
I must tell you it's really a lot of fun--really like flying a full size without the risk.
In the video you saw I showed the basic set up. I have a 1 watt Black Widow AV transmitter and receiver which is probably more than I needed. Together they cost in the $200's. I bought my CCD camera from electromavin for $28--great deal. You'll need some 11.1 v Lipo batteries and maybe a patch antenna instead of the whip antenna that comes with the receiver depending on your reception. I bought inexpensive video goggles off ebay for $100 and they work well. I messed around with cheaper setups first and the results were mediocre at best. My current setup is quite reliable and don't let the streaming video fool you--the actual avi file is very clear!
Check out my latest video:
http://www.acidplanet.com/artist.asp?pid=833636&T=5508
-Peter