The Harbor Freight system looks pretty cheaply made to me. Check out Eastwood's Hot Coat system. It's a little bit more expensive, but for $140, you get the silicon plugs, two 8oz containers of powder, and a ton of other stuff.
Otherwise, they have a $99 kit that doesn't include any of the extra bits, it's just the gun and power supply.
Do you have a spare oven to be able to heat the stuff? You can't use your house oven, as the powder is extremely toxic. You also need to use an electric oven, because a gas oven can light the powder on fire.
As for the calipers and exhaust, you'll never get a big enough oven to do your exhaust. For the calipers, you should get high temp paint, and before you coat them, disassemble them, clean them (preferably media blast, then a chemical clean) and bake them at 400 degrees for roughly a half hour. This will force all the impurities in the metal to the surface. Then, media blast them again, use a chemical cleaner, THEN you'll be ready to powdercoat.