You are correct about the parts needed.
Regulators usually have needle valves attached, but if not, I'd use just a regular brass one. Clippard is the brand that most people use. For the check valve definitely go with brass as opposed to plastic. It will last longer. I got mine from Rex Grigg
. If your regulator doesn't come with a needle valve, you'll want an inline one. That and the check valve are cheaper from Rex, but it says he doesn't keep the needle valves in stock, so it might take a little longer. Aquabotanic.com has them too, but for a little more.
I like the glass drop checkers just because they look better. Green Leaf Aquariums
has 1 for $25.99 which is probably the cheapest I've seen for sale in the US lately. They have the brass check valve (Clippard) too, but not a needle valve (go figure).
If you are ok with just a useful drop checker, Red Sea makes one that isn't lovely, but it works!
Hope that helps!