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Just wait until your order arrives and those lovely people at Her Majesty's Revenue and Customs send you a bill for 20% of the total order value. ;)

I can recommend the three EEVblog tutorials on soldering (and EEVblog in general!):

Part 1 - Tools - https://www.youtube.com/watch?v=J5Sb21qbpEQ
Part 2 - Through-hole components -...

I can recommend Kester '44' rosin-cored 63/37 solder - http://uk.futureelectronics.com/en/technologies/production-products/solder/solder-wire/Pages/1437284-24-6337-0010.aspx

As for iron...

No bother. After I reread your post I thought that was what you were referring to. The aluminium part definitely comes with it.

I don't think so but you can solder your wire onto the legs of the PCB header (the bit that would go through the board usually) and cover with heat shrink. It looks pretty good.

The plastic lens holder does not come with the MHS heat sink. You get the copper heat sink and the aluminium holder only; basically the parts in the picture.

Edit: just re-read what you wrote. ...

+1 for the Hakko FX888D, it's an excellent iron.

With regards solder, I'd recommend a 63/37 solder (I used Kester 44 flux-cored). It differs from "ordinary" 60/40 solder in that it has a defined...

I typically use 350C. That's 662F according to google!

I think Rob uses Molex KK connectors, they're 2.54mm pitch - http://www.molex.com/dpb/kk254.html

What's the grooved section in the first and second-to-last sabers? It seems flatter than the usual grooved extensions.

The value of your blue die resistors are a little high. Assuming a current of 1,000mA and a forward voltage of 3.47V then the resistance is 0.23Ω (with the power dissipated being 0.23W too) Next...

The higher wattage is fine, it just means that the resistor can handle more heat (the current resisted by the resistor is converted into heat). Just remember that a resistor with a larger wattage is...