There's really no need to buy any supplies. Just find random things in your house to complete your steps. Want to make the task more challenging? Add more steps! I do this as a project in my physics classes for high school classes. Here a few pictures of Rube Goldberg Machines they designed.
In the above Rube Goldberg Machine, the goal is to ring the bell on the right. A marble is dropped through a partial pop bottle, down a couple of ramps, it turns a ferris wheel, tips a ramp, and pulls on a string that rings the bell.
The options for your Rube Goldberg Machine are limitless. Use your imagination as a parent, and let your kids use their imagination to decide on and build steps to complete a random task.