Change their bedding about once or twice a week -- somewhat less when they are small. Also, if they are confined to a cage, they need to be allowed to run around a larger area for exercise daily.
Any kind of cage with a solid bottom (not wire!) is okay. As for size, a rule of thumb is a _minimum_ of two square feet per guinea pig. If they are not allowed to run around the room for exercise on a more or less daily basis, they will need a lot more space to be happy and healthy. See next section for what to use for bedding. Bedding should be a couple inches thick, and should be changed when it looks soiled, usually once or twice a week.
Since guinea pigs do not jump very high, you do not need very tall sides for whatever housing you provide. This allows you to be creative, and you can design a wonderful housing and play area for your companions. For a very easy basic kind of area, that you could add to later, you can use 4 - 2"x12" boards, nail them together at the corners and sit the resulting "frame" on a piece of linoleum remnant. And remember, the bigger the better. The litter/bedding can be placed directly on the linoleum. When it's time to clean the whole area, just pick up the "frame", sweep up the litter, and mop with vinegar. If that's the extent of your woodworking abilities, instead of building a small wood house without a floor (they like to have a dark place to hide), you can put a small litterbox, filled with bedding, inside a grocery bag. Guinea pigs are perfectly happy using that as a place to sleep and hide. (Although expect them to destroy the grocery bag within a week or so.) Or you can use a medium-sized cardboard box, cut out one side for a door, and line the bottom with litter.
Another option is to allow the guinea pig free run of one or more rooms. Since guinea pigs instinctively will mostly confine their bathroom activities to safe "homes", you only need to put litterboxes where they are fed and given water (again, cardboard boxes work fine, although prepare to replace them every few months; I use an opened cage for the pellets, alfalfa, and water, and give fresh veggies in a cardboard box), and lay down cardboard in some of the darker corners. It also helps to block off couches and beds. Again, since guinea pigs don't jump or climb, it is only necessary to see that all wires and chewables are a foot or so off the ground. Remember to watch where you step! Guinea pigs are prone to following feet around, especially if the associated person is known to hand out vegetables.
If you decide to go with a store-bought cage, I recommend the sort with a plastic tub on the bottom and a removable cage part on the top, because it's convenient and easy to clean, but any kind without wire flooring is okay. Wire flooring damages guinea pig feet, and if it is too widely spaced they will often break their legs in it. Try to avoid cages with wood on the bottom too, since urine will soak in and be impossible to remove. It's helpful to line the cage with newspaper before putting in bedding. You can use a cardboard box with the bottom side cut out (so that urine soaks into the bedding instead of pooling in the bottom of the box) for a hiding place. Remember that you need to make sure you have several square feet per guinea pig.
Accessories are optional. Some report that their guinea pigs enjoy parakeet toys, such as the mirrors with the bells in front. They also like to climb up very gentle slopes; make a climbing area out of bricks (this will also help keep the toenails short), or give them a pile of (clean) discarded clothing or an old sheet, as space allows.
There is considerable evidence that cedar based bedding is harmful to small animals. There are those who feel that pine shavings are also harmful, although this is more widely disputed. Sandi Ackerman (email@example.com) has some studies about the possible dangers that she is willing to give out. If you want to play it safe, there are several alternative beddings to use, made of aspen or recycled paper. Many pet stores carry aspen shavings (one major brand is L/M, which seems to be the main bedding/food supplier for most pet stores I've been in), and you can ask your vet or local pet store to order other beddings for you to try out. Further info can be found on our safe beddings link.