You can use the DX tranny..ANY D-series tranny will bolt to the ZC...it is just a matter of your preference(even your 4-speed will work, but the gearing won't allow the ZC to shine much

)
The DX tranny has the same gears as the Si tranny, but the Si tranny has a different final drive, making it rev a little higher at equivelant engine speeds compared to the DX...For reference, the ZC tranny makes the engine rev even higher than the Si tranny.
I was planning to keep my DX tranny with my ZC swap, cuz I didn't want the thing to turn 4000 RPM on the highway, but the synchros are shot in it and I got a good deal on an Si tranny with my motor...
Yes..you will always need parts...I bought a fuel rail and injector resistor box from a wrecked Si since my ZC didn't come with injector plugs...It cost me $50 - so far that is all I have needed to go find that I didn't have or did get with the motor when I bought it. Since then I decided to completely rebuild the ZC and have spent $800 on it

- but that includes everything on your list, minus the ECU and plug wires
Keep asking Q's dude - it'll help you make the right decision for you. Good list so far....I don't think you need the conversion harness...you can do it yourself with the wiring diagrams on the web.