as far as a cup goes, i would recommend a pair of compression shorts with built in cup, although compression shorts are love 'em or hate 'em - i just happen to think that they're more comfortable than a hockey jock.
buy your own gloves - it's not sanitary to use something that others are sweating in on a daily basis. if you're on a buget you can't go wrong with everlast or title. get gloves with velcro for training because you'll need to get them on and off without wasting too much class time. you can pick a pair up for $30 or less if you look around. i will say that my 16oz everlast are a bit on the large size so unless you have big hands i would recommend trying a pair on before you buy them. you can get everlast at sports authority, modell's, or just about any other sproting goods chain store.
wish i could give some words of advice on headgear but we don't use it.