The HMH Spartan is a really nice vise, and I nearly buy one whenever I see them(!).
In addition to Mark's detailed advice, I'd suggest a head cement dispenser squeeze bottle. Dipping a bodkin/needle into an open jar of head cement gets old fast (STINKS!), and the squeeze bottle allows you to deliver the right amount right where you want it.
Scissors: Dr. Slick in small, medium, and large are dandy.
Bobbin holders: Griffin ceramic
Whip finishing tool: matarelli style and Griffin. I use the Griffin 99.9% of the time.
Stacker: Griffin adjustable
Magnifying lens: Tie for a while, and then buy one. You'll wonder how you ever tied #16 and smaller flies without one!
A good light is a something you should invest in immediately.
Mark is correct about the thread. I used to think that 6/0 was plenty small (it is for larger patterns like a wooly bugger, Clousers, spinning deer hair, etc. Tying #14 and smaller wets, nymphs, and drys are best accomplished with 8/0 thread. Even then, don't take a single wrap more than needed. I sometimes come across and older fly, and wonder why I took 57 turns of thread to tie down the smallest thing! Watch Davie McPhail tie flies on YouTube. He inspired me to make a real effort at greatly reducing turns of thread. I've been buying and using 10/0 for the past year, but it can be tough to find.