Get a Dura Ace lockring the first time around. Ive gone through other lockrings in seconds trying to unthread them with a lockring spanner only to have the notches on the ring scrape right off.

As for cogs, there's already been much discussion on here about different cog quality. I would suggest going for at least a Surly or Dura Ace cog. I have a Dura Ace and just changed to an EAI for tooth count.

Best advice: Dont go for those ebay bargain cogs and lockrings. Chances are you'll end up spending a lot more after they get damaged and you have to buy another one. Do it right the first time.