Bike has wheels at last!

If you want to run a freewheel (or a fixed cog) it might also help to get a chain tug (or pair of chain tugs) - as the small adjustment screw in the drop outs on the picture above is not going to help as it is facing the wrong way.

On the last picture, it shows where the rear cog needs to go.
if I buy something from here http://www.hubjub.co.uk/eai/eai.htm
Will it just screw on or do I need a lockring?
Its a Formula fixed/free hubset and I want to run it 'free' for now (due to knee surgery recently)

You link takes us to a bunch of fixed cogs and not freewheels.

If you run a fixed cog you will need a lock ring.

If you run a freewheel you will not as you cannot unscrew it by back peddling (it just freewheels).

At the front when I sit on the bike and rock back and forward there is a slight bit of movement in the fork. I didn't greese up the fork bearings when I assmebled (something I plan to do soon) - Will this remove that rock?

Greasing the headset with have no bearing (I write all my own material) on the play in the fork, although it won't cure the play you do need to grease it (and grease it good).

Tighten the headset until there is no play - but not so much as to make the forks stop turning freely.

Also, anyone know any good cheap greese to use for this sort of thing? Ebay?

Any decent brand of grease will do it, I would just walk into any bike shop and pick up whatever they have, it's pretty cheap stuff.