As for the harness, I would recommend buying one. You think your eyes are bleeding now? I spent a decent chunk of time measuring wires, stripping and soldering to a DB37 connector. And I consider myself proficient at soldering too. Save yourself one less headache if you can afford it.
As for the sensors, I also used some standard T-Fittings for running the MSnS sensors alongside the OEM sensors. Just something to consider.
And the RSAutoSport harness is a good one to go with.