I have the grounds connected, the DQ pin on the DS18S20P connected to the pin of the Arduino, and a 4.7kohm resistor from DQ to +5v as the pullup. It is good to connect the Vdd pin of the DS18S20P to ground also so if you get a non-parasite version (DS18S20) it will also work in parasite mode.
If you are going to use more than a few of these on the same pin you will need to use a pullup transistor and another pin, as shown in the DS18S20 datasheet, but for a few, say less than 10? of them the Arduino has enough current capacity.