Do I need special tools to install this?

You'll need a socket set, a hub puller (rental-grade is fine), and a torque wrench to seat it properly. Your service manual will give you the exact torque spec and installation sequence—follow it to avoid damaging the new bearing.

Does this come with new lug nuts or bolts?

The assembly itself includes the hub and sealed bearing. You'll use your existing wheel bolts—just make sure they're clean and in good shape before installation.

Can I install just one side, or do I need to do both?

You can replace one at a time. However, if both are worn, the ride quality will be uneven until the second one is done. Check both sides during removal; wear patterns usually tell you if a pair is ready to go.