See this link: http://www.drsfostersmith.com/Produc...7&N=2004+22777
Click on "More Information". It says it comes complete with media. That's probably true no matter where you get it. It comes with biological media, (place for the good bacteria to live) mechanical media (filters out any floating debris) and chemical media (carbon). Most of us do not run carbon constantly in the tanks, only if we need to remove medicine or other impurity.
Here's a link to the Eheim site so you can read their explanation of the media:
You don't need to actually change out the media pads or sponges or glass/ceramic media - unless it's damaged somehow. Just rinse it in a bucket of removed tank water, not tap water, to preserve the good bacteria. Eheim recommends cleaning the filter and media every 3-6 months. From what I was reading, the filter pads lie between layers of the biological ceramic/glass media and act as a separator also. You could just rinse those pads like any other pad, but first if it is used as a separator, carefully remove the media over or under it. I have read that you can place loose media in a colander and swish it through the removed tank water. Don't rinse all the media at once - this also helps preserve the good bacteria. Canister filter media can look "dirty" but that's good. All you want to do is give the pads a quick rinse so large pieces of detritus or waste don't clog. You're not trying to "clean" the media in the literal sense. Follow the instructions for cleaning the impeller so it doesn't get too much debris around it.
The canister filter won't give off air like an airstone/airpump combo will. The flow from the canister filter will probably be adequate and you won't need a separate airstone. If you like it for the way it looks, that's fine, but an airstone alone doesn't provide much, if any, water circulation. The filter does that.