If you are handy, you can actually build your own bee hive from scratch.  There are many plans available to do this with and it is not hard if you know that basics of woodworking and don't mind a little painting.

However, if you are like me, you will find it much easier just to buy a bee hive already built.  The current standard in beekeeping - if your aim is to produce honey - is  to buy a "Langstroth" style beehive.  This is a hive with series of wood frames that are removable.  This type of beehive construction allows you to slide the frame out of the hive to inspect it without damaging the hive or the comb.  This enables you to both easily extract the honey and to see the development of the eggs, larvae, and pupae of the new bees.

When you are looking at bee hives for sale this type of hive is the optimum for keeping your bees happy and also for harvesting the greatest amount of honey from your hives.

Other equipment you will need if you are just starting out with beekeeping is a bee smoker to calm the bees and protective clothing.  Many novice beekeeper wear gloves and almost all beekeepers wear a veil and hat when handling the hive to keep from getting stung on their face and neck.

If you are just beginning as a beekeeper, be sure to check out this resource.