Gearbox - use Redline MTL, slightly pricey but worth every penny (3.5litres needed)
The diff is incorporated into the gearbox so no extra oil there
Engine - subject to an incredible level of debate. I used Castrol GTX (15W50) in my road car and Shell Helix Ultra (5W40) in my race car. Ultimately you want a good quality oil first and foremost, cheap brands regardless of grade can fail to meet the detergent requirements that help to keep the engine alive.