Harvest mice are good, agile climbers so vertical height is important for any harvest mouse setup. A glass terrarium such as a good size (45cm cube minimum) Exo-Terra is a good harvest mouse setup, and these frequently are available second-hand via most ad sites or advertised on exotic forums.
Like any rodent your tank must be placed out of the way of direct sunlight, but it should also be noted that harvest mice are quite sensitive to aerosols, fly-sprays and air-fresheners and potentially smoking.
Some keepers advocate a good quality bird sand or small woodchips for substrate for your harvest mouse setup or pet-safe beddings such as megazorb or aubiose. A layer of hay provides valuable chewing as well as hiding places.
You should provide plenty of branches and safe rope such as sisal for climbing. If you collect your own branches makes sure you have placed these in your oven for a minimum of 20 minutes at a high temperature to remove any fungi and do not collect from an area where pesticides are used, or that is near a road.
Harvest mice can construct their own nests providing you supply them with enough materials of grass and corn stalks but it is also a good idea to have ready made nests. You can also hang flowerpots, hayracks or even hollow out a tennis ball. A small solid-based wheel such as a silent spinner can be added, to help burn off some of their manic energy.
Although harvest mice are very messy in their food and water, making frequent changes needed, they do not tend to smell as much as most rodents. They generally need cleaning every few months, more than this could cause needless stress to your animals.