I am getting some gambusia this weekend and was wondering what they spawn on? Are they like fatheads and spawn on a pallet or is there something else I should add for them?

Chris if some weeds are near by in shallow water you are ok. They are live bearers and don't need nests to spawn on.

FishBase

Reproduction of Gambusia affinis

Main Ref: Seale, A., 1917
Mode: dioecism
Fertilization: internal (oviduct)
Spawning frequency: No obvious seasonal peak
Batch spawner: Ref.
Reproductive guild: bearers
internal live bearers
Description of life cycle and mating behavior: The species is viviparous (Ref. 5258). Internal fertilization is possible because the anal fin of the male is modified into a copulatory organ. The females carries about 30 alevins and gestation lasts for a period of 24 days (Ref. 6348) to a month (Ref. 30578).