You need different housing for brake and derailleur housing, and yes - you should get rolls of each.

I have been happy with the 5mm Jagwire Pro brake housing. It is branded as compressionless, and although no housing is truly compressionless, it works very well.

Same for derailleur housing. Their 4mm sport housing works great for me, and is not terribly expensive. I have used the pro derailleur housing, but did not notice enough of a difference to spend nearly twice as much as the sport costs.

You will also want to make sure that you have ferrules and tips. The rolls of housing should have the ferrules - you will get stamped chrome ones for the brake housing and plastic for the derailleur housing. Shimano inner wires come with a tip, but most others do not. Try to get inner wires that are “one sided”, with the end that you already need and have the other end soldered or welded. Trying to feed cut inner wire can be frustrating, and more so if you don’t have good cable cutters.

Now is the time to invest in a goos set of cable cutters if you don’t have some already.