I used a cheapy soldering iron I got from Radio Shack before they closed down. I used these crimpers. I bought this pin removal toolset. I ended up getting 2 sets of wire strippers, but I liked these wire strippers. It makes consistent length strips which make your crimps and wires look much cleaner.
Titan Rig is the site I used to get the terminals, housings, and wires for all my wires. I would just look through there and pick up the stuff you would need.
That should be about all the tools you would need for the most part. Just watch those videos and experiment to see what works best. I would also get a multimeter to check for continuity and resistance to make sure your crimps and solder joints are good from end to end.
IMO the Mainframe Customs terminal extractor is not the best choice, unless you just want to support Mainframe (which is totally valid, I do like Mainframe)
But for the same cost you can get this set which is more versatile, and it feels higher quality without the heatshrink.