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Presumably you have the basics (Allen keys,various spinners, screwdrivers etc) covered?
I'd echo folks suggestions and just buy what you need. From memory when I did a similar project to you I bought a chain breaker, pedal spanner, headset spanner, dremel (works well for cutting cable housing), bb tool and crank puller. Don't be tempted to go too cheap or you'll buy replacements in short order. If you're doing your first conversion why not try a public bike workshop? That'll give you a good idea what you need for the next one.
Any recent recommendations on a good all-rounder that doesn't break the bank? Must be suitable for Shimano HG, and not be made of cheese.