Lots of excellent responses on the saws. My 2 cents: I've used both styles and prefer the Japanese style pull saws. I believe the thinner blade makes for cleaner cuts because it is easier to start the cut and stay on the line.
A second saw you will be glad you have is a coping saw to cut out the waste on the tails. I use one that utilizes thumb screws to clamp scroll saw blades. A really fine tooth blade gets you real close to your scribed base line, minimizing clean up with a chisel.
You are correct about needing a marking gauge. Be sure to get one that has some sort of knife blade rather than a needle point scratcher. A needle point rips across the wood fibers; a blade cuts through the fibers, leaving a cleaner line. This becomes important when you put the finish on your piece. Also, a blade leaves a cleaner guide for your chisel when you clean out the waste and square up the pin pockets.
There are 2 types of blade marking gauges. I strongly recommend spending a little bit more $ and getting a gauge that has a roller wheel cutter rather than a tiny knife blade. The roller will stay sharper longer and is less likely to get cocked when you drag it across your board.
I encourage you to dive in head first in hand cutting dovetails. It won't take a lot of time to get proficient, and few skills show off hand craftsmanship better than clean dovetails. There is a bonus satisfaction just in cutting the joinery that goes above and beyond the satisfaction of making the whole piece.