Great question! I started my current job about a year ago, and here's what I did:
I found one filing cabinet. In the bottom (largest) drawer, I set up my paper GTD system: Tickler file in the front, and the rest of my files behind that. I have comparatively few physical files, so others might need more cabinets, of course.
I then found a clipboard and added a few blank pages to it. I wrote "Next Actions" at the top of the top-most page, "Projects" at the top of the second page, and "Waiting For" at the top of the third page.
I put my Someday/Maybe list on my computer as a text file on my desktop, as Someday/Maybe always grows into a large list.
I also found a physical inbox that I put on one end of my desk.
That's it, really.