Don't worry Richard, this question does come up on a regular basis, but it does help to decide from the beginning what you are going to use.
As you say, the link and pin type that I supply with the kits, will get you started, but are not really suitable for much more than a continuous run layout.
For the DG Couplings, go for either the Type B or C, both are the same, except the Type C is in a slightly thicker brass which is only really needed if you plan on pulling heavy wagons or long rakes of them, but they are stronger also. I would recommend also getting the loop bending jig (LBJBC), it will make life a lot easier. Direct link to the page on MSE's site here:
With Kadees the most common and easily available is their No. 5, which I would recommend for fitting to wagons. When it comes to loco fitment, the easiest is the ones designed for an NEM coupler pocket, which with a bit of trimming will fit into a link and pin coupler pocket. The No. 18 is probably the best. You can use the No. 5 on a loco, but accomodating the draft box which contains the centering spring, can be a problem. I have always found M G Sharp of Sheffield very good for obtaining Kadees but I expect others will be able to recommend other sources.