Obviously photovoltaic panels and distribution circuitry. A typical panel has a theoretical maximum efficiency of 15% or so, so assume panel efficiency to be approximately 10% or so inclusive of all losses i.e. 100W of useful electrical energy for every kW of sunlight. Of course, it would be best to do an actual test, but this at least enables you to work out a budgetary estimate. From here, check with your local weather bureau for the daily average solar energy input that you can expect to receive, and use the data to calculate the number of panels you need. Once you have all these data, you can work out the total cost.

This last part, nobody can really give you an accurate answer without knowing where you intend to construct the solar farm, or where you are buying the panels and equipment from, since these prices vary from place to place.

What equipment do you need to construct an on grid solar system to generate 1,000,000kW.How much will it cost in dollars?

1,000MW will cost hundreds of millions of dollars. 1MW will cost millions of dollars.

The question is too broad, try looking at Wikipedia.

http://en.wikipedia.org/wiki/Solar_power

Also see Google for more information.

A lot of money to little info my friend.