I assume you want a plug-in that you didn’t write. Otherwise you’d just put the functionality in your theme functions php file.
There isn’t an official way of doing this that I have found. I’ve been digging around because I’d like some of my plug-ins made such that they could be included with themes. I can think of some hacks but I haven’t tried them. They won’t work with this site though – since it is pretty ridged where things go.
You could just include a message about what plug-ins are suggested and put code that check to make sure the plug-in functions are actually available and ignoring them when they aren’t.