You'll need a 2-inch ball set at 17" from the center of the ball to the ground for optimal towing.
You will also need a 4-pin wiring harness to run the trailer lights.
The U-Haul dealer will install the "receiver" (the part bolted to the car with a 1.25" or 2" square "receiver" hole), and wiring harness - make sure you specify that you need a 4-pin harness. They also (probably) can sell you the proper draw bar and hitch ball to achieve a 17" drop from the center of the ball to the ground. Depending on your vehicle, you may need to drop the ball down or raise it up by a few inches in either direction.
Your local auto parts or home improvement store also sells draw bars and hitch balls if U-Haul doesn't have what you need.