Jon,
Victor Machinery - Metalworking tools and supplies has the best selection of drill bits in every size imaginable. If you don't have a drill doctor, then you would be advised to buy a couple of each size.
Follow Chucks recommendation on how to calculate the drill size. Couldn't be easier.
You might like to use a spring loaded tap guide. I started using one of those and liked it, until I got several taps without a 60 degree indent, then I just started using my drill chuck to hold the tap. Works pretty good.
For the die holder, you'll need a 1 inch holder and probably a 1.5 inch die holder for the 14mm (if you got one).
Plenty of material to practice with. You don't want to waste a nice blank on your first couple attempts!
You would be well served to get an ER-32 collet chuck and metric collet set, or at the minimum the standard 5 piece collet set that comes with most chucks. I use the Beall collet chuck. Others use the PSI collet chuck.
Oh, and tons of clips in all sizes until you start making your own!
You'll need some aluminum or brass round bar for making different mandrels. I get mine at
www.onlinemetals.com, but you can get them most anywhere.
One thing I learned was you don't need to start with .750" round material for most any pen. I start with .4375", .5" or .625" round material for lots of things. Less turning and less waste.