While we are still a few months from launch, Major Nelson has gone and did an unboxing feature for the Xbox One. You can see the basics that comes with the console. You have the machine itself, the power brick, Kinect sensor, controller, and a chat headset.
Yes, all Xbox One consoles will have an included headset, which is nice. That is a good change from the previous stance of not including one.
The controllers now use a standard microUSB connection, thank god. I'm very happy to see Microsoft move away from the proprietary connector. Also, when plugged in it will send data through the cable instead of using wireless to transmit your actions, unlike the current Xbox 360 wireless controllers.