Well, you've got all the camera you'll ever need with the MX as far as I'm aware, so good choice there
Film is weirdly great. I keep hoping to get my ME Super out, but film is so expensive, it's hard to justify right now (bit strapped for cash). But there is something just enjoyable about shooting on film, regardless of whether you can afford to develop your images.
Lens wise, generally people like having a three lens system. I'd recommend looking for a cheap 28mm f/2.8 lens. You can get Pentax ones for a decent price, but off brand ones are still good (especially the close-focusing vivitars from what I hear). That'd cover you for the wide end, and I personally love 135mm lenses on 35mm film, so hunt down a cheap one of those too if you can. I love Pentax glass, but it's really not that much better. I used to have a no-name 135mm f/2.8 that was fantastic. Called a Mitzuki or something. With those three you'll be covered for most of the things you might want to shoot, and if you hunt around you could probably get the other two for under a tenner. Keep an eye out on eBay for old manual cameras going with lenses attached, you can grab a decent bargain every now and then.
Glad you enjoy shooting with discipline! I have a mode set up on my K-5 that only shoots in B&W RAWs, is fully manual and doesn't show previews... so I can pretend it's a nice old film camera... I'm that cool.