I have used several of the first regulator, they work well and if something breaks fish-street is usually pretty good at replacing it.
In my experience with sodastream CO2 I found teflon thread tape (99c/roll at Bunnings) to be a life saver. You might need an o-ring or two between the cylinder and adaptor and/or the adaptor and regulator too. Unfortunately sodastream bottles have no tap so troubleshooting them is difficult without spraying CO2 all over the place. Other than that, they're a good entry level CO2 system.
As for the check valve, it's best to buy one for CO2, they're a piece of equipment you don't want failing, glass or plastic is fine as long as it says it's designed for CO2 use. Make sure you get a drop checker too to monitor the CO2 levels in your aquarium. I've found UP diffusers (from fish-street), both inline and regular, to be highly effective.