Harness: I happen to wear one. My Mistress purchased it from PurplePassion (NYC) and I'm quite a fan of it actually - it is made of sturdy, yet comfortable, leather and is also lockable. (An additional trick for ensuring the harness' security is to also buy a holder/adapter that can grab onto the plug's base and accept the rear belt strap through it... a few vendors exist and my adapter was bought from 665Leather.)
Plugs: Use whatever you desire, although keep in mind that you'll want to use one with a big enough of a base such that it won't slip outside (nor inside!). A harness helps make being plugged a bit more enjoyable, since the sensation of it being snugly in place keeps the amount of irritation down and helps prevent a lot of a plug's movement that would otherwise happen. For getting loosened up, I like to wear my Large Red Boy by Doc Johnson. At 2.2" in diameter, it's shorter than a lot of other plugs of that width and also features an egg shape (versus the traditional cone) with a wider-than-usual neck.
Lubes: Use silicone lubes because they're long-lasting (unless your plug is silicone, then use water-based lube!!). Otherwise, there are a lot of good lubes out there besides KY & Astroglide... Google reviews on high-rated water based types. You'll want something thick for long-term use. I'm a personal fan of Swiss Navy's brand.
tjk3030: "It's my understanding wear a harness and plugs under clothes is very erotic on both a physical and emotional level."
Yes, oh God, yes it is!! Whenever I'm locked into the harness, I am ever-so aware of my submission the entire time. It becomes a psychological and also materialistic reminder of my enslavement.