Out of the box, you get the drive bay unit (the brains of the operation) with all the connectors you could possibly want. There's also enough temperature sensors to drive you mad when you can't figure out where to put them all.
Each fan connector also has a 4 pin molex option, as seen in the picture, as well as the standard 3 pin connector. This means that you can pretty much guarantee the whole of your case can be temperature managed.
In the bag you get screws, labels and extra temperature sensors. I'm not sure why they include extras when you have so many already.
A manual gives you the low down on setting up the device, though to be fair it's pretty intuitive and after 5 mins of poking and prodding you will have it sussed out.
Coming to the fitting now, I came across one initial concern; however, it's more to do with my case than the unit itself.
I have slide locking tool-less drive bay mounting and no screw holes. So the unit is held in place by friction. Unfortunately the "wings" of the drive bay unit are not very long so the friction isn't much and if I poke hard I can press the unit into my computer.
The Sentry LX had this problem covered by having a reinforced L shape bracket behind it, so it acted more like a CD-ROM than a blanking plate.