Search eBay for CT-2 Teflon Grease - I promise you it's the way forward.
When you consider which hex wrenches / Allan keys be aware that, unless you get a damn good make, the small ones will round off pretty easily. A good way to get them cheap is to buy a
used Snap-On multi-wrench (they also come in blue plastic) and take the ones you want off it, because the wrench itself is a right PITA - any screw driver through the loop at the end of the hex bar acts a a T-bar for initial/final turns just fine.
Unfortunately people seem to be well onto the knowledge that Snap-On screwdrivers last really well, but fortunately Stanley ones are common as muck and decent enough for our needs and their pliers are good too. If I were you I would steer clear of power-drivers, because you're asking for a cross threading using them.
Elastic bands from the postman; cable ties, black gaffer tape, copperslip, solder & iron from fleabay,
Heat-sinks and Abbey Silicone Oil from an airsoft supplier, along with a delta nut wrench, as Loz says, and if you want to be able to swap pinion gears on motors you need a special tool to extract them.
Edit: oh yeah, and
Omega 636 Penetrating Oil is the dogs' bollocks for getting stiff parts like tiny body pins, or awkward bolts, that have been in for ages, unfastened without much/any damage. Way better than WD-40, but just as important to keep it completely away from any rubber or silicone parts and probably best to clean it off any plastic parts pretty quick.
