Well, I think the first decision you and your wife made is the right one. You and your wife will enjoy the K10D very much and, the great thing is, it will be a LONG time before you outgrow this camera, if ever.
As for extras, I'm a big fan of growing in to your gear and buying it when you find the need for it instead of trying to get stuff up front without knowing a lot about it. The only place I've heard of where lenses are sold without caps is E Bay so I wouldn't worry about that. It's part of the package, as is the battery charger.
The battery lasts about 500 shots but it is not bad for it to keep it charged like a cell-phone battery so, unless you will shoot more than 500 shots on an outing, you should be good to go. Otherwise, get an extra battery or battery grip.
The body cap is actually a cap that goes in the opening on the body when the lens is not attatched. Typically, most people leave a lens on their camera and the only time you would want a body cap is if you are sending the camera body in for servicing.
The only thing you will need right away to use your camera (as long as you get the kit lens) is an SD card. SD cards are available everywhere from Wal Mart to your local office supply store. Keep in mind that the processor on your K10D is only so fast (can't find the specs right now) so don't blow money on a card faster than your camera would use anyway. Personally, I don't shoot fast enough to warrant an expensive SD card. Sports is one place you would want it, some facets of nature photography is another. You will want the card to be at least 1GB. I would recommend 2 or 4GB or, my favorite, several 1GB cards. Sometimes they're on sale bundled that way.
You also want to consider lens papers/cleaners to get the dust off the lenses (available cheap from any dealer you decide to go with) and one of those cheap blower bulbs for the eventuality that you will have to blow off your camera's sensor. Finally, I would recommend a screen protector (same ones used on a Palm Pilot or IPod) to protect the review screen.
B&H is considered by most to be an excellent company. A main chain like Best Buy or Circuit City is always pretty safe as well. I believe most customer service is through Pentax itself and I've heard (haven't needed it yet myself) it is excellent. Your K10D is rated for 100,000 shots so, unless anything is wrong right out of the box, you hopefully won't have to worry about that for a while.
Many enthusiasts talk about how much better primes are than the kit lens so you'll find a lot of opinions to disagree with this but I love the 18-55mm kit lens. I would recommend starting with this and then shop around as you discover what you want from your camera.
To see what this kit lens can do, go to here:
PENTAX Photo Gallery
Click on IMAGE DATA, then on LENS and then click on your SMCP-DA 18-55MM F3.5-5.6 AL
It's a great site to poke around in if you haven't checked it out yet.
The Hoya filter is completely unnecessary. Skip that for now and get a lens filter(s) later if you decide you want one.
Finally, I really like the Magic Lantern Guide for the K10D. I've seen it in book stores and at Circuit City but you can also get it from Amazon. The instruction manual that comes with the K10D is quite good but, you know how instruction manuals can be. The Magic Lantern Guide has the same information fleshed-out plus it is presented in more "layman's" terms.
Hope this all helps. Have fun with your new camera!