Motors and drivers are a good choice. What voltage is that 400W PSU?

I would substitute the couplings (4) for timing belts and pulleys. It makes it much easier to mount the motors as no faffing about getting them on concentric, reduces resonance and allows you to choose the ratio to get either better resolution or speed.

For (5),(6),(11),(12) make your own as you can use the milling machine to make them better than the commercial ones and much much cheaper.

USB / Parallel. If you use USB I doubt you'll regret it, but why not try the parallel port first as it costs virtually nothing to try?

For the stepper motor cables most people use 4-Core CY, 1.5mm^2 cable. Also add E-stop switch, limit switches and connectors for stepper motors.