Just some general advice:
A full-length air pad will do a LOT to keep you warm. I would almost say it's the most important piece of your sleep setup. Closed foam is fine, but an air pad is much better. If you're cold, I would suggest it.
Also, there's not really any such thing as "open cell" foam sleeping pads. Closed cell means water can't get in, which is absolutely the only option for a hiker. Sponges are open-cell. There's no weight difference as far as I know, and closed cell is still very cheap; a CCF pad can be like 10 bucks.
As far as sleeping bags go, down and synthetic bags with the same warmth rating are just as warm. Synthetic isn't "colder." On the contrary, for a thru-hike, a down bag can slowly lose warmth from moisture getting trapped in the down from your body. Synthetic doesn't have this problem. Of course, you can still just air out your down bag for an hour or two a day, and down will be more resistant to compression and probably lighter, too.
Your temperature rating is pretty good. I would consider going with a 15-20º bag, and bringing a down jacket you can wear in bed with some thick socks and a baselayer. Having part of your sleep system be your jacket saves weight. The coldest nights in New Hampshire get down to freezing all the way into May. On like May 20th this year, my friend almost went hypothermic in the Whites.
Here's a link to my sale of a synthetic. It's cheap enough that you can probably still get a down bag if you find it doesn't work and need to resell it. It's a good bag for a thru-hike because we do get a lot of rain in New England, and this will not lose warmth when wet. http://www.backpackinglight.com/cgi-bin/backpackinglight/forums/thread_display.html?forum_thread_id=82190&skip_to_post=699655
Keep in mind, this bag is probably too big for you. I don't really suggest it, but maybe it's cheap enough for a test.