Others will likely have much more experience than I on this but here are some answers I have found to those questions:
Flashlight - if you don't plan to travel at night and just want something light, check out Photon Freedom lights (0.4 oz, $20, comes with hat clip) or the Petzl e+Lite headlamp (1 oz, $30). If you are looking for a headlamp for nighttime travel, the Princeton Tec Eos (3.7 oz, $40) generally gets great reviews around here, but is quite a bit heavier so it depends on what you need it for.
Socks - many kinds. Merino blends are a good bet for hiking, as they are comfortable (good against chafing), will stay warm when wet, and can go a long time before they start to smell. I tend to use Smartwool socks because they are easily available in stores near my (for warm weather, check out a light low cut model like the Adrenaline mini crew), but a lot of people here also swear by Darn Tough socks, which seem like a great product, though I haven't yet had the chance to get a pair.
Stoves - if you have never used an alcohol stove before, a good place to start is to make a Fancy Feast cat food can stove, as Andrew Skurka demonstrates in this video. Later on, you can try out other kinds - you can find a ton of info on this topic on zenstoves.net (including tips on fuel tips, safety issues, etc.). If you want to see different types in action, you can easily find a MYOG video for any model you please on youtube.
Filters - I have not yet replaced my MSR filter, but to get started without spending much, you could try using Aquamira or Katadyn tablets and just use a coffee filter to filter out the floaties. Alternately, if you wanted to spend a bit more, many people seem to be moving toward using a UV method such as the Steripen Adventurer, and this is the direction I am looking in for myself as well.
Check out some of the gear lists on this site - there are a lot posted and I have found them really helpful as a resource for information on different gear ideas. If you have not already, get a digital scale and weigh all your gear, and make a spreadsheet so you know what you are carrying. But you may have heard this advice before already.
Hope this helps a bit, and best of luck!