Print in ABS.
No supports needed!!
You will need:
M3x 15 screws
Cable ties (if you add either Z Probe module)
Since the upper layers of the probe arm (servo version) are very small it is recommended that you print it with other parts of equal or greater height. Short of this, you can print the version with height assistant which will force you printer to move away for a short time every layer.
The snap mechanism version should be ok (unless your printer is insanely fast).