I've been converting for a number of years now. Every type of car seems to require something different.
As far as couplers. I have both. I prefer the 805's. They mate with the stock 3 rail coupler better and just my opinion. I think the 805's perform better with the uncoupling magnets. Springs although exposed are easily replaced. The other style couplers look better but the off center shanks on some just don't look right even though they serve a purpose to eliminate some of the shimming.
For screws. I use 2 56 threaded for most applications. For MTH and Atlas I use 2mm. Buy a few lengths. 5/16, 3/8,1/2 and 8, 10 mm seem to be the lengths most often used. Everything is available at most hardware stores. Best to buy bulk bags from Microfasteners. Around $30 spent will get you started. Unless your dealing with metal. The pan head screws will usually form there own threads. Atlas cars are tapped with 2mm holes. The Kadee's don't quite line up with the stock holes. You can drill and tap new holes. Most option to open up the 2 mounting holes in the Kadee with a #43 drill. This will allow you enough wiggle room to catch the 2 screws and by alternately tightening each screw. You can walk the coupler on.
As far as shims. Buy the ones from Micromark. For thicker shims or fine tuning with thinner shims. Scale City Designs has laser cut ones. I keep a good supply of both on hand.
If you are doing Weaver cars. When you remove the coupler and place the car directly on the truck. It will look good but the turning radius can be hampered. Often times just cutting out a rib on the underside of the car is all you need to do to get the truck to pivot. You won't see it and it looks much better than raising the truck with washers.