I really like Rip Tripper's tutorials and reviews
Mini Protank Micro Coil Rebuild - YouTube
You will need:
Resistance wire (I use Kanthal A-1)
Wick - Cotton, Silca, Ecowool (I use Sterile cotton balls in a box from the first aid section)
Something to wrap the coils around (I use these micro screwdrivers:
http://www.walmart.com/ip/Stanley-Hand-Tools-66-052-6-Piece-Precision-Screwdriver-Set/19901177)
Something to cut the wire (fingernail clippers work awesome)
Metal tweezers or small needle nose pliers
Micro torch or a windproof torch lighter
Lastly and most importantly you will need a way to check resistance (Ohms)! I use my Itaste MVP2 to check ohms but you can buy an Ohm checker like this:
Ohm Meter and Battery Voltage Tester These little tester boxes are sold on most vaping websites so look around for the best price. Or even better buy a Mod that checks resistance! A multi meter works too if you have one.
One other thing is if you have an andriod device you can download "Vaper's Toolbox" (that's VapEr's with an "E") from the google play store. It is an awesome app where you plug in some info and it will tell you how many wraps to use to get the Ohms you want! Not to mention the app was made by a member here (ScottP if I remember right) and it's free!
I use 32 gauge Kanthal for my Kanger coil rebuilds. I make 7 wraps around the 1.4mm screwdriver and it meters out to 2.3 Ohms after installed.