The part lists is correct; diode, module, heatsink, driver, lens, host, batteries.
There is no way to put everything together with no soldering at all, with the exception of the survival lasers kit, where everything is just basically screwed together (all the solder joints are already made).
Go to the B/S/T section, or the Pro Sellers section, there are any number of kits from different builders on the forum. Jayrob, and DTR, have a number of very detailed, beautifully photographed build threads for example.
Check out some of the seller kits in there, I'm sure you'll find something you like. IIRC Yobresal just started selling some Just Add Diode kits. You can order a kit from him and diode from DTR, a little soldering, and you're all set.