Others have covered most of the good advice. In terms of 'what has happened over the course of 4E', let's see...
Monster design has evolved. It largely came into its own by MM3, and Dark Sun builds on that. The Dark Sun monsters don't need any adjusting, and work quite well.
MM3 on a Business Card covers the new basic math.
(While it doesn't have too much content appropriate for Dark Sun, the new Monster Vault (Threats to the Nentir Vale) is an excellent, excellent product full of flavorful and interesting monsters. So if a larger selection is needed, you might pick that up and convert stuff into Athasian equivalents as needed.)
The early core books remain valid, though you'll want to check out the
errata. Of it, though, the big things are:
-Dark Sun introduces themes, a cool new facet to characters, so just make sure to get somewhat familiar with those;
-Monster math updates, as mentioned above;
-Skill DCs updated, which is covered
here;
-Skill challenges have gone through a few permutations. The DMG2 probably has the best advice for them, and is an excellent resource in general.
-Some new magic item distribution systems were introduced involving item rarity. Not sure how relevant it will be in dark sun. If you are already using inherent bonuses and PCs can't freely buy magic items, you're pretty much already doing fine. The daily magic item power limit did go away, though, which could be relevant.
Many other bits and pieces have been fiddled with here, but nothing comes to mind that would be all that major. Rules for Stealth got cleaned up a bit. Various clarifications here or there. Numerous little fixes to powers, feats, etc, which really only the players will care about. Most stuff you can acknowledge or ignore as needed.
Right now, the three core books and the dark sun books will do just fine. I'd probably recommend DMG2 as well, since it is rather awesome. MM3 or the new Monster Vault (TotNV) are both filled with interesting monsters; the basic Monster Vault itself is essentially an updated MM with new math and more flavor, so is probably not needed. Others recommended various books with more primal and psionic classes... but really, players might worry about those, but I don't think they'd be too needed to run stuff. Any info you really need to pick up is probably easier to do via DDI.
That single month subscription to DDI is not a bad recommendation, not at all. That will let you peruse various resources and see if there is anything else you need, and will let you download a ton of content from all existing dragon/dungeon magazines, which does include some excellent Eye on Dark Sun articles.
Aside from that, all you need is the harsh and uncarying cruelty of a blazing and merciless sun, and the will to ignore the pleas of your players as they perish in the wastes.
