Besides your camera you will need a tripod and a torch
I use a little light also used as a key chain. It s powerful enough to draw the characters and can be turned on/off just by pressing a button.
Shutter speed: As long as you need to create the scene.
ISO: I usually put it on 100 so I can set the shutter speed on a very slow value and I don t get any noise on my photographs.
Aperture: Set it doing a test shot without drawings, focusing on an element close to what you are going to draw.
Flash: Can be used to fix a person or a moving element in the scene.
White balance: Set it doing a test shot. Street lighting is usually yellow.
Focus: Obviously on manual if there is not enough light.
Light is your friend, you could use moving lights from cars etc.. for exemple, I did one while a train was passing under a bridge.
Wear dark clothes if you want to lower the chance of being visible on the photograph.