Unforunately, kitting yourself out for life as a VJ is not cheap. You need quite a lot of portable hardware and the software is usually aimed at professional or semi-professional video editors and can be very expensive.
The good news is that you may have a suitable laptop or computer already (which may even be pre-loaded with some basic video editing software) and it is better to hire some of the items you need instead of buying them.
The basic tools you'll need to VJ are:
A video camera to record images to use in your set
A laptop computer to edit the images and to play them out in the club
Software for editing and treating your images
Software to allow you to play out your images interactively