I agree with everything you've already heard. My personal preferences for needles are Roxanne's - #10 or #11. The 11's have really tiny eye's though and if you go with them I strongly recommend getting their threaders. The wire is finer and will fit through those eyes where other commercially available threaders do not. I'm also a Thread Heaven junkie vs. beeswax. And a small zippered pouch to put all your supplies in is great. I used to use ziplock bags but picked up a really nice-sized zippered pouch for cheap (kind of like a smallish make up bag) and it's much better. I'm not in the least picky about thread. Any hand-quilting thread in the color I want is what I use. That said, I do like the Americana brand at JoAnns. I think it's a nice weight thread and the price ($1/spool) is great. Color choices are pretty good, just sometimes not what I want. And I've never used basting spray, although a hand-quilting friend of mine has in the past. I generally use pins unless it's a really large (king) quilt. Then I'll thread baste as it's a lot less weight to drag around. Then just clip/un-pin as I get to those areas.
Good luck with your projects and have fun visiting!