Most has been said but for the front suspension fit everyting from the 33 - struts, hubs , driveshafts, cross member, front and rear arms, spring pans, the lot.
Doesnt matter if from a s1, s2 or s3, but you may as well go for vented discs - I used everything from a s3 16v.
You don't need to change the master cyl or servo, however the master cyl from a 75 is the best route as it is bigger bore and fits a sud servo.
For the rear, a complete axle and front / rear arms from a s1 or s2 33 will do it.
The 33 and sud arms are different lengths at the front and rear so don't mix them up.
The sud and 33 spring pans are different, sud is deeper, so you need the 33 pans and 33 springs.
You get a bit more castor fitting the 33 front end to a sud I think.