One thing I'd recommend is that you cancel the pre-made wiring harness, and instead buy the raw wire bundle, either the 23" version
or the 12' version
depending on your needs. I say this because the pre-made harness has some wires in places that are not relevant to a Miata (such as a piece of coax on the pin we use for CKP) and some other wires (such as the IAC wires) are duplicated and not properly labeled. The MS kit already comes with a DB37 connector, so by doing it yourself you'll save some frustration.
As to soldering irons, it's been about 15 years since I've bought one, which is because I tend to buy expensive (and nice) irons.
For a first-time buyer who's going to be doing something as complicated as an MS, I'd suggest the Weller WES51
. It's not a super-exotic unit, but it covers all the basics. It's ESD-safe (3-wire with grounded iron), has a good power control, and easily replaceable tips. The tip is just about the single most important part of choosing a good iron, and the place where the most variance in quality exists.
This unit uses the same ET-series tips as its more expensive cousins, and they are super high-quality. A good tip will last for years if properly cared for. A cheap tip won't even last a day. Also, there are a huge variety to choose from for different jobs, another thing you don't get with lesser irons: ET Series tips
. The iron comes with the ETA tip, which is a good general-purpose tip for through-hole work.
If you want to go cheaper, the Weller WLC-100 iron can usually be had for around $50. It's the same basic design, but with an ungrounded iron and a much cheaper pencil and tip. I personally don't like this one, but I'm kind of spoiled.
Other things to have would be a spool of fine-diameter solder. I typically use .025", though it's hard to find outside of specialty shops. For your purposes, .032" will be fine, and it's available at Radio Shack as catalog # 64-005. Don't get distracted with "high tech" solders, silver-bearing solders, etc. Plain ole' 60/40 rosin-core is still the best for homebrew use.
You'll want to pick up a coil of desoldering braid
. When you need to unsolder a part, or just clean up a blob of excess solder, you put this stuff between the tip and the board and soaks up the molten solder like a sponge. Getting to the point where you can clean out through-holes with it takes some practice, but it's still my preferred method over vacuum-style irons for general-purpose work.
Lastly, have a good pair of dikes, a good needle-nose pliers, and a good wire stripper. All should be on the small side of what you'd normally find lying around. I have about a half-dozen dikes for different sorts of work, and the ones I use for circuit board work have jaws that are only about 1/4" deep. They're great for close-in work when trimming leads and such.