To be honest as far as picks go I'd highly recommend making your own. There's plenty of stuff on this site, but a Dremel with a grinding wheel, cutting disc and sandpaper disc will get you started. Some hacksaw blades for material, a bit of heatshrink for handles. Check out Pyro's video [
http://video.google.com/videoplay?docid=-9094641035220699727&q=lock+picking&hl=en] - the advantage of making yer own is that they're cheaper and are, of course, the exact shape and size you want them! Someone else on here would be able to help you out with what set to buy.
If you're just starting a half diamond, hook and a rake (check out raimundo's Bogotas) should get you going.
If you're not into making stuff yourself I'm afraid my advice for tension wrenches won't be much good. A wiper blade insert, doesn't need to be filed, just heated up and bent round will do the trick for a tension wrench. Junior hacksaw blade is also a good stock, but you'll need to reduce the width for anything but the most coarse of locks. Again, this site has much info on how to work the metal. Your basic tools are a blowtorch (a standard lighter will do in a pinch, a jet lighter is better) and two pairs of pliers.
Don't forget when you're working the metal (especially for picks), when it gets hot quench it in water or oil so that you don't ruin the temper and make it brittle.