Sara,
How exciting that you'll be starting LHTH soon!

Box Day is super-fun!
I'm finishing up LHTH now (we're on Unit 28 this week). For copies, you'll need to copy the "number page" (there is one for each of the 1st 10 units), the "hide-and-seek letter page" (every unit), the "color page" (in a few units towards the end), and the "count on me" page (in the appendix - you need one per unit). You'll also need to copy the flash cards from the appendix. If you have 2 kids doing LHTH, you'll need 2 copies of everything but the flashcards. I made all my copies at once and then paperclipped the things that were alike and stuck them in a folder.
For supplies, I've found that they really truly are things that I have around the house. Carrie usually gives several options so if I'm out of one thing, the other is available. You'll need tons of masking tape.

Washable kids' paint (you will need black for the 1st unit - I had to buy that separate),paint brushes, liquid glue, glue sticks, scissors, crayons, construction paper, card stock (I like to use this when I draw the letter for them to glue or paint on once a week - paper would work), glitter, spices, liqud soap, cooking oil, bar soap, pudding, chocolate syrup, pasta, dried beans, cotton balls, yarn, blocks...
If you read through the first 5 units, that will give you a good idea of most everything you'll need as the letter activities rotate every 5 weeks.
We have thoroughly enjoyed our time in LHTH. I know you will, too!

Kathleen