I have 4 600EX-RTs, and routinely shoot a 2- or 3-light setup, with one 600 attached to the body as the master.
I use some of B&H's Impact products, and have never had any problems with them. I have three Impact 10' air-cushioned light stands, and really like them:
For mounting speedlites and umbrellas onto lightstands, I use SP Studio Systems Multi-Brackets:
They're inexpensive (MUCH less than the Manfrotto you linked to), versatile and good quality. they also include the cold shoe, although it is metal. I just put a layer of tape over the area where the speedlite's contacts would touch the shoe, to prevent any possibility of shorting. No problems in 5+ years of use.
I almost always shoot into reflective umbrellas (vast majority of use is for indoor portrait applications). I have never had a need for shoot-through umbrellas, and agree with the previous comment that they really spread the light ... unless that's what you want, it's difficult to control. I haven't had need of a softbox or grate yet, either, although I do have a good variety of on-flash diffusers and modifiers.
I was shooting outdoor portraits at a corporate event a few years ago, and the wind caught one of my umbrellas. The attached speedlite (a lowly 420EX) broke when it struck the ground, but Canon repaired it for less than $100. After that, I bought weight bags for each of my light stands, although I have yet to use them. If there's any breeze at all, I don't think a small bag of water or sand is going to provide much anchoring.
P.S. I've been following some of your threads in this forum. Kudos for availing yourself of this venue to pick the brains of the photographic experts here -- most with more experience and expertise than I. Also, it's great how kind and generous everyone has been with their informative responses.
Well, I'm likely also very soon to order one of the B&H Impact softboxes, that mimic the lastolite (sp?) quick box softboxes out there. I figure it will be fun to try each one, and the umbrellas are quite cheap, so got it first and will get the softbox next.
I can then play with umbrellas and softbox, and when I get a 2nd 600, then I can have a modifier for each for awhile...etc.
I'm guessing I'll like the softbox more, but I would have to guess there are situations where you'd like an umbrella that throws the light around a bit more, no?
PS. Anyone got recommendations on sandbags to get?