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Budget option easy mode: apsc camera with a tokina 11-16, you shoot wide open and expose for 30 seconds or so. This is for the milky way and constellations.
Budget option difficult mode: apsc camera with a long zoom (70-300 or 100-400), you'll need a camera with high iso capability in order to avoid motion blur with fast shutter speeds.
Take several exposures.
Crop the pictures so that the object is always framed in exactly the same area and stack them. This is for planets and nebulae.
Proper, expensive way: any lens you need (wider or longer focal length) and an equatorial mount with a good tripod. Take several long exposures and stack them.