Scrim is a sort of special cloth that you use to wipe the windows with . It usually comes in quite large sizes and is often carried by being draped around your neck or over your shoulder. I find that they are best for leaded windows, I use them to take the majority of the water off, then I finish it up with a dry Unger Microwipe cloth. I would recommend buying several of these unger cloths as they are great for taking water off the edges of the windows and removing smears from the middle of the panes. They are effective on both regular and leaded windows. The ones I use are green in colour and can be found on both ebay and window cleaning supplies websites.
In addition to what has already been mentioned by the poster above me I would also advise that you buy a scraper. This is used to take off small spots of dirt and grime from the window pane. It also is useful for removing paint spots, something I am sure you will come across a lot.
It may also be a good idea to buy some sort of small stool type item. This will help you to reach the tops of certain downstairs windows that may be quite high up from the ground. I picked up an item such as this called a step stool from B&Q and it has been very useful to me. Many window cleaners might not bother with an item like this but it has been a great buy for me, like I say it is excellent for helping you reach the tops of windows that might otherwise be difficult to reach from a regular standing posistion.
I would also suggest buying a sealed container to carry water in. Although in some cases you will no doubt be asking for water from your customers, if they are out, or if you just don't fancy asking them it would be a good idea to have your own water stored in your vehicle to use instead. I store my own cold water this way and I find that it is just as good as warm water. On very cold days however it would probably be better to use warmer water.
If you are planning on doing some canvassing to gain customers then good luck. This is something my business partner and I hate doing but it has to be done. Try ang get some shops if you can, I have heard that shop owners often want the windows cleaned more frequently than regular home owners and they will probably be more reliable. I have been unable to get any shops myself thus far but hopefully in the future that will change.