1) Your headed note-paper should contain your company name and trading address (normally at the top of the note-paper), your company's registered office address together with the names of the directors and the company registration number (usually in very small print along the bottom of the paper), and your phone/fax/telex number(s).
It is WELL WORTH WHILE getting your note-paper designed properly. There are a lot of companies who will do this for a very reasonable fee; otherwise your printer can organise something for you. DO NOT be tempted to try and 'Letraset' something yourself, unless you are particularly adept at this task. The result will give an overall shoddy impression, and even if you don't notice this sort of thing, believe me, other people do, and they will judge both you and your company on what they see.
Avoid using fancy type faces (Palace Script, for example, or 'thermo-relief', a process which gives a raised letter effect). Some people think that this looks good, or even professional, it doesn't!
2) Always use a reputable, small, jobbing printer to do your printing work. They are likely to do a first class job for you. Personally I would avoid the High Street "Quick Print" type of shop.
3) You will need the following lines of stationary as a minimum: letterheads, invoices, purchase orders and business cards. Depending upon the type of business, you may also need advertising leaflets etc.
Some small businesses use their letterheads for sending invoices and purchase orders, but this is false economy and looks amateurish.
4) Don't over-order! Unless you are sending out thousands of letters, you are most unlikely to need more than five hundred of each of the above items. This is a sensible, economic print run. Besides, you might change your address or company name.