Edit: The box size was off, it's actually 4cm x 15mm x 5mm, not that it really matters (the original measurements were from another project :X)
The one you purchased in the PSOC1 series chip.
For developing software for this chip, you need the PSoC desinger IDE which includes the compiler and debugger enviroment and it should come with the progrmamer software as well.
However, the PSoC 1 series needs special developmen chip and an ICE (in circuit emulator) for debugging such as stepping or watching /changing variables..... Of course, you may be able to use try and true method to develope the software which I think would be VERY difficult. and working with the emulator pods and the connector is not a easy thing.
My suggestion is to get start with the PSOC3/5 chips which uses jtag debugger, so what you need is your circuit with the prograning conector and with the PSOC minprog3, download the psoc creotor and you can srart the fun part of devloping your own toy.
I truely agree to the forementioned! The ice-box is a rather expensive thing (compared to the bucks a PSoC1 costs).
The Miniprog 3 supplied with the Kit is in combination with the Creator-Software able to set breakpoints, single-step and watch variables on a PSoC3 and 5. A real nessicity for any programmer!
Power supply can be made from battery with an inductor and a schottky diode.
To estimate the size of your board, take a look at the processor modules(You'll find the schematics[search for this keyword] within the application notes). What you don't need are the connectors exept the jTag for programming and debugging
Hey,like mentioned by fellow PSoC-ers,go for the PSoC3/5 if you can.
But anyway,since you have a 29466 part already,
there are 2 roads from here.
1.Buy a programmer,which could either be the MiniProg3.( http://www.cypress.com/?rID=38154 )
2.Try and make a programmer for the PSoC1 on any existing MCU you might have,based on whats given here:
AN44168 - PSoC® 1 Device Programming using External Microcontroller (HSSP)
The second option is a little tedious,but saves you the some money.
About your other queries,
If you can get hold of a programmer,then the connections are quite straightforward,during programming and then deployment too.
About the CY8CKIT-001 serving your purpose,it wont.For 'pushing in the chip',you should have this one here the CY3210 http://www.cypress.com/?rID=2541.Its a kit based on your chip exactly.
You can refer to its schematics for programming and deployment power & other connections.