What does an xbox 360 come with?

This depends on which kind you get. Here is a list of what you get.

1 console (white with white disc drive) 1 wireless controller

ONLY standard non-hd AV Cables

power core and wires

256 mb memory stick

1 console (white with silver disc drive)

1 Wireless controller

standard/hd AV cables

power core and wires

20 gb hard drive

headset

ethernet cable

1 console (black with silver disc drive)

1 wireless controller (black)

120 gb hard drive

headset (black)

ethernet cable

standard/hd AV cables

HDMI digital AV cable