Well for starters, any external hard drive out there (should) work out of the box via USB/eSATA/Fireware (assuming all your drivers are properly installed) without installing any software. Windows (or any recent OS) should install the drive and you'll see it and be able to use it like any other hard drive.
For what you're asking, I'd recommend buying any Western Digital or Seagate 5400rpm 2.5" (or 3.5" if size and portability isn't an issue) and a compatible enclosure (Vantec is a many avaibable for very low prices). You'll get the drive and an enclosure with cables and no software; plain and simple. But this option isn't usually the cheapest.
I'm going to make the quick assumption you're in the U.S. so I checked Newegg.
Here is a 500GB USB 2.0 external drive from Seagate: Newegg.com - Seagate 500GB USB 2.0 External Hard Drive ST905004EXA101-RK
I also checked for the cheapest combination of OEM hdd (WD/Seagate) and retail enclosure and came up with $52.98 (before taxes and shipping) total. Newegg.com - VANTEC NST-200S2-BK Aluminum 2.5" Black USB 2.0 External Enclosure
Vantec CX 2.5" SATA USB 2.0 enclosure
Newegg.com - Western Digital Scorpio Blue WD1600BEVT 160GB 5400 RPM 8MB Cache 2.5" SATA 3.0Gb/s Internal Notebook Hard Drive -Bare Drive
Western Digital 160GB 2.5" 5400rpm SATA2 HDD.
This combination isn't the absolute cheapest but the cheapest reliable combination I would recommend (based on the 2 years I've worked at a computer shop selling just about every kind of component out there available). Going with a 500GB OEM drive would be more expensive than the 500BG external from Seagate.
The other benefit of going with a pre-built external like the Seagate one is that it comes pre-partitioned and formatted, it's just plug and play and away you ago.
I recommend Seagate or Western Digital because they've offered the best warranties and support (telephone and online) in my experience. You can go with any brand and they should work out of box without installing any software. Also, avoid buying any external hard drive from a big box store like Best Buy, you will pay more. You're best bet is online store like Newegg, a Fry's store if one is near you or a local small store (if they offer good pricing, not all do).