Steel freehub – SLX cassette.
Alloy freehub – XT cassette.
Rose normally very good on price but I’d only buy if there is other stuff you want due to the postage. They are very cheap for shimano cables – XTR kit is £15!
Chain – KMC X9 93. Comes with a powerlink thingy but I would suggest buying a spare pack of 2 just in case. Normally get mine from Parker International or some cheap packs of KMC links on ebay.
edit: just saw your post above.
SLX will fine then as steel freehub. Also look at the deore which will be cheaper but heavier.
For chain – either Sram or KMC links will work with the shimano chain. Not used the Sram ones but I get on very well with the KMC ones. Just practice with them a few times when it is first fitted and use it regularly to take the chain off for cleaning and lubing.