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You get one controller in the box, the DualShock 4. It's pretty similar to the controller included with the PS3, but there's a new Share button and a touch-sensitive pad along the top.
Also new on the DualShock 4 is the light bar, which can be used to give color-sensitive feedback, letting you know if you're low on health, for example.
The DualShock 4 headset input itself supports stereo audio. The controller also has a built-in speaker for additional gameplay sounds, a la the Wiimote.
Outside of the console itself, there's a healthy set of accessories and cables included. Unlike the PS3, the PS4 does include an HDMI cable, plus a power cable, USB cable, one DualShock 4 controller and mono headset.