Although you didn't ask, the very first thing I think you will need to inlet your lock is a Exacto Knife #5
http://www.xacto.com/Product/X3205
You also should buy some #2 pointed blades for it like these
http://www.xacto.com/Product/X202
While the Exacto #2 blades seem to hold their edge better than the Ace Hardware #2 pointed blades do the Ace blades are a LOT less expensive.
This handle and pointed blade is used to cut straight down into the wood using the edge of the lockplate as a guide. (This method is also used to inlet trigger guards, sideplates, patchboxes, and metal inlays.)
As for the chisels you asked about, there are many really good chisels on the market so buy the best you can. You will want to buy the 1/8", 1/4" and maybe the 1/2". You will have no need for larger chisels for your gun building.
Because quality chisels are fairly sharp you will have no need for course grit grinding stones. Buy the finest grit you can find and when using it to resharpen the chisel do not change the angle of the edge.
If you have the extra money and don't own one, a inexpensive bench grinder with two wheels is a worthwhile buy but make sure it has 1/2" spindles on it. DO NOT USE THE GRINDING WHEELS FOR SHARPENING CHISEL'S.
The reason for buying the grinder is so you can remove one of the grinding wheels (and its guard) and replace it with a cloth buffing wheel.
http://www.caswellplating.com/buffs/
These buffing wheels can be used with a buffing compound to keep your chisels razor blade sharp without using a stone at all. These cloth wheels come with a metal adapter to fit a 1/2" grinder shaft.
I highly recommend using the "Stainless" compound which works great for steel and brass.
http://www.caswellplating.com/buffs/
Speaking of compounds, the ones sold at Ace are less expensive and work just as well.
Of course, if you don't want to buy the grinder and the buffing wheel, you still (IMO) should get a stick of the Stainless buffing compound.
You can rub this onto a piece of denum, pillow ticking or similar heavy fabric and then lay the fabric on a hard surface, compound side up.
With some elbow grease you can buff your chisels edges to the razor blade sharpness you will need to make clean, precise cuts.