As far as files go, the above makes are good. I wouldn't have guessed at Harbor Freight brands as being good, but if they work, they work. Get large files to profile and file the bevels. Learn how to draw file because that is going to be how you file your bevels. The large files will let you work your way down your files moving to a clean spot to keep from putting a bunch of scratches into the blade. The have a file card ready to clean out the teeth. Second and smooth cut files will refine the scratch pattern in the bevels before you switch over to sandpaper. A file with a safe edge (no teeth) is fine for cutting in plunge lines when used with a file guide.
A pyrometer is good for adjusting your heat in your forge. For quenching, you would, depending on the alloy, want to have the forge running a bit below forging temperature. Unless you have a heat treating furnace, learn to spot decallesnce. It appears as a shadow that passes across the blade as it heats and is caused by the heat energy being used up in causing a phase change in the steel rather than producing light. I learned to spot it by heating the steel to a yellow (I know that some would say red but I have never seen red steel in my forge) then looking for that shadow, recallesnce, as the steel cools down. Once you've spotted it you will know it.
I am also a firm believer that alloy of steel you choose to work with should match the equiptment you have to work with. You can work with alloys like O1 and 52100 without a heat treating forge but you results in heat treating will be inconsistant. Start out with an alloy like 1070 or 1080. They might not be one of the wonder steels out there but they are perfictly fine for a basic set up. I would recommend that you stay away from stainless steel. Few of those alloys lend themselves to forging and they require a heat treating oven.
Doug