Alex - you need a consultant or you need to ask another question in the right zone so this is the last response I will give on this one.
2008 doesn't need anything in the same way that 2003 doesn't have anything. ISA runs on a windows 2003 host os whereas the 'about to be released' ftmg runs on a 2008 64-bit os system, Still cannot be deployed on a DC though.
The first two - you can buy a user cal or a device cal - your call. cal = client access license
desktop service is for users to be able to use the remote desktop service - this is for users who work for your company
The external connector licenses need to be purchased if you intend to allow users to use those services who are NOT members of your company.
For example, I can buy Sharepoint and publish it to the internet. If the users are only going to be my own staff when they are inside or outside of the ofdfice, I just buy sharepoint and the couple of thousand Sharepoint user cals, if i want non-employees to also access the Sharepoint sites then I need to buy the external connectors for Sharepoint also. In the UK, this is around £20,000 or nearly $40K