Any interface with an XLR input, ideally one with a direct monitoring switch, and an XLR cable is all you need. Flick the +48V phantom power on, and you can power the Sansamp via the XLR cable too!
What I do is just play my music player app then flick the switch on my Focusrite interface to direct monitoring - then I can hear my bass overlaid on top of the music without having to faff around in software to reroute the input to the output and adjust the latency. Then only pull Audacity or the like out to actually record.
If not using direct monitoring, you'll want to select ASIO drivers and find the settings to pull the latency / number of samples down as low as you can get away with. This is the size of the buffer used to temporarily store incoming audio before it's processed and pumped back out, so obviously you want that delay as low as possible or it'll affect your timing!