You'll need a pick-ax with a hoe on it, a border/digging spade, a hand tamper (if the job is a small one) for starters. You'll need to use a solid border to keep your gravel in place. Granite bricks are real nice! (In this case, you'll need a rubber mallot to hammer them in place and such.)
Dig down about 3-4". The width depends on how wide you want the walkway to be. Whatever it is, add 6" for EACH SIDE to accomodate the border (and allow some extra working room. Use the border spade to 'cut' the area out. Then use the pic-ax to get your depth. Design your cut-out walkway so that water will run out towards the edges. Either tilt it 1/4" per foot to one side or cut it out so that there's a 'hump' of some sort in the middle where the water will run to either side. Tamp the dirt 'into shape. Depending on what you're using for a border you may need to dig the edges out a little deeper. So, if you use granite bricks, they're about 4-5" high. Dig down about 6" because you need to put some sand down before you put in the bricks. Use a level from side-to-side. Lay one brick on either side of the walkway as you go. And to be sure they're level, lay a shortened 2 x 4 across the bricks that are opposite each other, and put a level on top of the 2 x 4. This will keep you level. Back-fill the area between the border and the grass side of the walkway (to support the border in place.) Then, put down 2 layers of landscape/filter fabric where you're gonna have the pea gravel. This will help prevent weeds and such from growing up through the gravel. 6 mil poly sheeting is better. Only put in 2" at a time, and tamp. If you put in too much, it won't tamp properly, and the stone will be very loose. You're done!
Use ½ pea gravel. Pea gravel is about $25-$35.00 per scoop and weighs about 1500 lbs. A scoop of gravel will cover about 70 sq. feet to a depth of about 2 to 3 inches.
PS: It would have been 'nice' to know what type of walkway you are building in addition to any 'thoughts' you might have had. Your post is wide open so if I'm off the mark, what can I say.