Be careful mixing sets: if you don't have a way to unmix them when you're done, you'll end up with squads/HS/SW/Vehicles/Guns having the same ID numbers. In fact there's already a problem with that: when I punch new modules, especially HASLs, I check ID numbers because a lot of time there's some overlap and I don't want to add an extra step to my scenario setup process, that of scanning ID numbers for duplicates.
As for Info counters, I leave out any counters that have alternate fronts or backs: they're a pain to put away when you're done playing and they make it hard finding what you're looking for when you're playing. (This is especially common with DM counters, and Infantry SMOKE counters, and many Info counters from the Starter Kits: I think I understand why MMP does it, but I avoid them.)
As for additional info counters that I'd like a few more of, there're only a few I can think of: WA, IF, red & black OBA, Drifting SMOKE, maybe a few more BOG.
There are counters that I wish MMP would publish, but doesn't, like VBM markers and green Move markers as come with SASL (to indicate what has moved, which is occasionally useful).
I also find the black arrow markers from the old AH game Tobruk incredibly useful for marking entry areas, what's next when I'm playing solo and step away, my SOP, etc.--they really stand out on the map. (I wish I had a few black "X" markers in a similar style; they'd be easy to make.) I also have some blank white counters which I can write on to mark uncommon SSRs (terrain transformations, buildings that have no upper levels, etc.).