line weight is important. you should only use line that is the same weight as your rod, so if you've a 6/7 weight rod you need 6/7 weight line. using lines that are a differnt weight to the rod can dramatically affect its casting ability
personally I'd go for fast sinkers, weight forward or shooting heads, the majority of fish you'd get up here are likely to be down in the water, I often give the lure a helping hand by nipping a small bit of shot on the leader above the hook
as for leaders, I don't bother with expensive tapered leaders and the like, 5lb or so mono or fluorocarbon if you want to run to it works perfectly well.
I found a great little cheat, you can by minute snap link swivels, think theya re for carp anglers, but they are only about 5mm long, one of them on the end makes changing flies a doddle rather than having to retie each time you want to change
I'd not bother with expensive line either, they'll get trashed quickly, especially as your starting out. go for millends,
John Norris Economy Fly Lines from John Norris of Penrith 5 for 15 quid, thats 3 quid a line!
as for flies, think about tying your own, SW flies tend to be bigger than the trouty flies so less fiddly to tie, and mackeral/pollock are much less fussy about presentation and finish than trout are. When I first started, I was just cutting a hook off a string of feathers/hokkais/daylights or whatever and using that. Even the micro spoon type spinners work well, the weeny 3g jobs like mini toby's/sprat lures. don't dismiss some of the reservoir streamer type trout flies either, they work just as well and are fairly cheap. If you're gonna buy your flies, it can get pricey as they get a right battering, especially when they taken a fish or two
that veals set looks interesting but things like poppers and surface lures aren't gonna be that effective up here, ok if your on the south coast or somewhere where there's bass and pollock that want to mug small fry on the surface
few of my preferred styles, need to knock some more up for the summer as this lot are looking a bit battered, having been left in the box where I stuffed them last time out!