I'd say yes for the component cables, they won't make a huge difference but they do make a difference and they are cheap.
A classic controller is a must if you are planning on delving into the virtual console, particularly the SNES ones. SD card is only necessary if you are planning on getting into VC and Wiiware, but the Wii memory will hold you over for a little while at least.
You can't go wrong with any of the major Nintendo first party games, except Metroid Trilogy where I would suggest a try before you buy if you don't know if you like Metroid (personally one of my favourite games ever).







