The device looks a bit like the Mac Mini after an elephant sat on it. It's about 7 inches square and a little over an inch tall. It comes with a power cord, a remote about the size of an iPod nano, and that's it. Here's a full video review of the Apple TV.
You're on your own to purchase other cables you'll need. For instance, if your TV is HDMI equipped, you'll have to purchase a HDMI cable (about $20 at the Apple store). The Apple TV has ports for HDMI connectors, component video, and analog video connections.
Once I connected the box to our PCW test HDTV (you must use a widescreen TV, by the way), the device started looking for a network connection. (Read our buying advice on purchasing a new TV to work with your Apple TV.) I was using Wi-Fi instead of an Ethernet connection, and the Apple TV couldn't initially find my network. Once I typed in the network's SSID on the on-screen keyboard, though, I was up and running. The box is very quiet but got significantly hot after about an hour.
You must link the Apple TV to a copy of iTunes on a PC or Mac (the screen provides you with a passcode you must type into iTunes to make the connection). Then Apple TV starts copying your content from your iTunes library onto its hard drive in a specific order: first movies, then TV shows, then music, etc. If there was a way to move something to the front of the line, it wasn't obvious to me. I wanted to shift some of my photos to the device, but kept getting a message saying it was too busy copying my music and I should try again later.