Scope probes are actually far more complex to make than you'd think, so I would get decent quality, and preferably OEM (used ones not expensive compared to decent new third-party probes). Cables and adapters are less critical, but if you're doing anything with frequency components above a few hundred MHz or high accuracy, I would make sure to get good quality. Not the kind used for 10base2. There are variations in shielding, variations in impedance, attenuation, noise (at low levels), and I believe there's also something about the PVC contaminating the cable after a while, though I'm not sure how much of that is real and how much is marketing. Good quality HF connectors can be surprisingly expensive (high-grade BNC to SMA adapter was something like $50).
I think Jim Williams (?) talked about this in his books, how all those cables and adapters are insanely expensive, but you need them to do any work.
I'm not aware of any kits, except the expensive kind that includes every adapter they make (Pomona has some of those). My recommendation is get plenty of BNC and banana cables, some adapters/cables that convert between these two, and attachments like alligators and grabber hooks (I prefer the latter). I like the modular approach of using banana-banana or BNC-banana cables, and connecting grabber hooks with banana jack to them, but BNC to grabber hook cables also work. For BNC, get some T/Y adapters (splitters), terminators, male-male and female-female couplers, and (depending on your type of work) attenuators and a feed-through terminator ($$). Everything should be 50ohm, unless you work with telecom/video, they use other impedances. I've not seen them much on ebay, but electronic distributors usually have a good range.