If you call DIYAutotune you can probably get the ECU you want built for you instead of assembling yourself.
As for the harness, I purchased one through DIY that already had the MS unit connector on it. My engine is originally from a Volvo 780 so on the engine side I used one of my many engine harnesses I had laying around from those cars and spliced/soldered/heat shrink to the ECU harness, that way I didn't have to worry about making a lot of connectors. The best is to grab wiring from a junk vehicle that way you have pretty much all the color wiring you could ever want and a pretty decent length as well.
I cannot help you on the fuel pressure sensor, but the coolant sensor I used the original, check the EFI section of the forum for the TPS information (EDIT here is the link:
http://dmctalk.org/showthread.php?12...ith-Megasquirt ). I do not have a intake temp sensor yet but I'm planning on switching my Bosch MAF to the Ford Lightening MAF which includes a temp sensor in it.
For the fuel lines, I used high pressure fuel line with the correct fuel line clamps. I pushed the connector down the steel return line (I should have cut the connector off but it was too late as I already installed the body) and crimped the fuel line on there. For the fuel filter I used a hallow fuel fitting with a barbed nipple (like the fuel pump uses). Clamped them all down and haven't had any leaks to this day.
Other plans I have is to use dual wideband sensors, maybe early next year - I am currently using 1 LC-2 with Bosch sensor.
Hope some of this helps...