[QUOTE=Proximo]For the integrated headsets, you just need an allen wrench to tighten the top bolt.

edit: you also need to set the crown race in place on the fork. You can have your LBS do this for cheap, or maybe free. It only takes a couple of minutes to setup and tap it in place. I use a 2' section of PVC pipe and wack it on the sidewalk :-) ]

I second the PVC pipe/rubber mallet method to install an intergrated headset. Go to Home Depot/Lowe's to purchase for a few $ and no other tools will be needed except the allen wrench for adjustment.