You can start with an English saddle and run the lines through the stirrups, loose. FIRST, however you need to get your horse accostumed to the lines, so you might want to do some reading first.
I got this book last Christmas, and it's really helping me train.
.com/Horse-Training--Hand-Modern-Working/dp/1570764093/ref=sr_1_fkmr0_1?ie=UTF8&qid=1323713961&sr=8-1-fkmr0Also, I bought a "bitting rig" from Horseloverz, similar to this one, except it ran about $100 on clearance several years ago.~ Pessoa Lunging System Lungeing Equipment Training Equipment English HorseLoverZ.com
Here are 2 lunging surcingles that aren't too pricey--pr-346771.html" target="_blank">Gatsby Leather Training Surcingle Training Aids Training Equipment English HorseLoverZ.com
...and, a lunging halter~ PVC Foam Lunge Caveson Black - Full Size Training Equipment Libertyville Store Liquidation HorseLoverZ.com
I have seen long lining done with an English saddle, btw, so it's isn't a bad question. =D