A good idea would be to get leather gloves. These can be pretty expensive though but they're usually alot better than vinyl gloves. But that does not mean you can't find a pair of decent vinyl gloves around somewhere. I would go for those on a tight budget. Also make sure you get ones with a velcro fastener instead of lace up. They quicker to take on and off and if you've ever tried fastening lace up boxing gloves by yourself, you'll have certainly noticed it's pretty much impossible. Get good quality hand wraps too. Don't use your sparring gloves for bag work or visa versa. You'll just mess them up. For bag work, get bag gloves.
I would recommend leather shin guards with padding for the instep. Never use them for bag work. You'll definately be needing them.
Unless you're planning on training in an MMA class, forget the MMA gloves. You won't need them for muay thai.
Oh and considering the sort of impacts ice hockey players take, I would imagine their mouth pieces would be good enough for sparring. Also definately get a groin guard.