Janine is right, they have very specific needs and their set-up often costs about 4 times as much as they do to buy. I'd recommend buying the adult tank straight away, since they grow really quickly, and as babies they're really active, just give him/her plenty to do and hiding spots. Also I'd keep him/her on paper towels, because as babies the vast majority of their diet is insect-based, so if you put him/her on particulate substrate he/she is bound to eat some, which can cause impaction.
Beardies are wonderful creatures, and if I was allowed more reptiles they'd be the first on my list (I can afford to buy one it's just my Mum says no
). Bearded Dragons need to have UV running along the top of the tank. In the wild they bask in the sun to absorb the vitamins from their food. Obviously in a tank they won't receive much sun so a UV will act as the sun. Bearded Dragons need to tell the difference between night and day, to do this you need to have your UV bulb on for 12 hours and off for 12 hours. The UV must be within 12" of the Bearded Dragon to enable the dragon to get the full benefit of the UV bulb. Your UV bulb will need to be changed once a year as it loses its efficiency. You will need a ceramic heating bulb (which they also need to come within 12 inches of) and a pulse thermostat to control the temperature of the tank. You will also need a thermometer inside the tank so that you can check they are being kept at the right temperature. As adults they need a minimum of a 48" * 24" * 24" tank, IMO.
Bearded Dragons like fruit and vegetables as well as meat. They like a large variety of live insects, which include black and brown crickets, locusts, mealworms and wax worms. A good measure of the size of live insects to feed is that they must not be bigger than the size of the dragon's head. Do not feed mealworms to baby dragons as they contain chitilin which is hard to digest. Do not feed them insects from your garden, as you do not know if they have been sprayed with anything that can be harmful to your dragon. Fresh fruit and vegetables must be offered daily and remember that they like variety. They like to eat Chicory, Watercress, Broccoli, Courgettes, Carrot, Peas, Apple, Banana, Kiwi and grapes. Try to avoid spinach and kale as they are calcium binders and affect the dragon's bones. Another thing to avoid is iceberg lettuce, as this has no nutritional value to the dragon. Make sure to chop the food into small bite size pieces to avoid choking.
They need a basking spot of up to 105 degrees, and a cooler spot of around 85, so yeah they like it hot lol. You can also use mercury vapour bulbs to provide heat and UV at the same time.
I hope that helps and good luck
David