the Yokomo is a very good choice.
Regarding your questions:
SD-008: Those are the oldest one and the weakest one. I wouldn't reccomend them unless you need traction. I tested them on asphalt and they worked good.
SD-008G: Same as above but made of graphite composite. They are more durable and I would recommend them for carpet if traction is low.
SD-008H: The standard BD A-Arms. Durable and work nearly everywhere.
SD-008HG: Same as SD-008H but aswell graphite molded. I used them but found no real advantage. Perhaps if the traction is really, really high you will remark something...
The SDW arms have another geometry and are narrower then the standard ones. The car will get very twitchy but although bullet fast.
SD-415: Also available in graphite. They are the standard ones.
SD-415S/SD-415SG: With these knuckles your front end will get narrower and you get more steering. I normally use those because they turn in a lot better.
Normally you don't need the graphite ones. I only broke a knuckle once in a crash at fullspeed.
Just check the hinge pins after each crash. To check them, remove the dampers and look whether the arms fall down by their own. If not change the pins.
For spares I would suggest:
-a package of rear hubs
-a package of front knuckles
-a package of kinp pins
-the steering plate
If you want to have everything that could break I would buy this parts aswell:
-diff pulley (never destroyed one but I like to have my spares with me)
-one way pulley (never destroyed one but I like to have my spares with me)
-damper shock plastic parts (YS-6W)
-bearings 6x10x3 (they can get damaged when you hit something)
When you build the car use the Rayspeed damper pistons (1.2mmx3) or the Tamiya ones (you have to use motor shims to maintain them properly). The original Yokomo ones wobble around too much.
For the setup: Go with the stock setup first and work from there.
Just a tip: I never liked 3 degree toe-in in the rear and changed to 2.5 degree. With this block I would suggest to use Tamiya blue springs. They are a touch harder then the Rayspeed blue ones and they work really well.