Dual probe thermo...I recommend a Therma-Pen and learn to cook your meats to color and feel..not to time and temp.
Smoking wood, where to get it and what kinds...Local orchards and online retailers such as Fruita Wood Chunks...try a few different flavors to see what you like.
Covers for uds and akorn (I'm in Chicago area)...Dunno...Home Depot...Lowes
Charcoal or lump...Kingsford is popular and inexpensive...stock up on Memorial and Labor Day weekend sales.
Rubs...Simply Marvelous, Big Poppa Smokers, Kosmo's Q.
What's a good first attempt on uds? Fatty,chicken,wings?...Pork Butt...gives you plenty of time to dial in your pit.