No, no, no to everything as plastic tat! If you can possibly afford it go for a woden playhouse - they will use it for much longer. The plastic ones have very low roofs. If you get a proper 'shed' sized one, then when they are stroppy teenagers they can have their own chill zone and the loud music won't annoy you.
Slides, on the other hand, should be plastic - far better for sliding on. Ours is a stand alone type, about 1m30cm ish, which is a good size for the 1-4yr range. If it is a stand alone one, then you can move it around to add interest, and have it going direct into the paddling pool .
Climbing frames should always be wooden - if you've not tried climbing on a wooden one, have a go and compare it to metal, it's so much nicer to hold and use. Metal is horrible to hold when wet or cold, whereas wood is fine in the wet and cold.
Definately go for a sandpit. A few sheets of plywood underneat and just sticking out by a foot makes it good for kneeling next to, and makes sweeping up all the spilt sand much easier.
Paddling pools are another essential, but only if you are prepared to sit and watch them or at least be pottering around keeping an eye on them. The very cheap ones from Asda are good £2.97 I think, as if they get a hole in, you don't mind just replacing them. THey also make great drinks coolers for BBQs.