You need an SD card for the players. Pick up any Class 10 SD card from staples, etc. I usually get the 16Gb, just in case the extra storage is needed.

First go around will be tough, but once you get the hang of it, dead simple.

Is there a NAS or something that holds all the pictures or are you planning on loading them directly on the player?? If NAS, much simpler because you'll just point to the share with the pics.

If loading directly, you need to find out how much storage you need for the pics.