I like Pyrodex pellets just for the simplicity of them. It's all I've used as far as powder but I have some Tripple 7 pellets to try in my new Remington Genesis. I've also been using 295 grain Powerbelt hollow points. The Marlin shot this combo great at 100 yards. I killed a 8 pointer at 123 yards with it this year. It went maybe 15 yards and fell and couldn't get back up. The bullet didn't pass through though. It poked the skin out on the other side but didn't come through it. I plan to try this setup in my new Genesis only with Tripple 7 pellets instead as I had trouble finding Pyrodex. I may see which one shoots better.
As for other stuff you need for the Marlin I liked using a capper as the #11 caps were hard to get on. However, on the new Genesis which uses 209 primers they are fairly easy to get on by hand. I haven't needed a ball starter or anything else for either of the guns I've had. Really the capper and a cleaning kits is all I've had to buy besides bullets and powder well pellets in my case. I bought a ball starter but learned I didn't need it so since I hadn't opened it I took it back.
Here is a target I shot with the Marlin with that setup at 100 yards. It shot to the left. Not sure if the scope got knocked off or what. This was after I killed the buck. So I adjusted it and then shot 3 times and the middle shots are what I got.