Congrats on the new tools, David.
I think you made good choices. I've got the Shop Fox 14" bandsaw and have been very happy with it. Like all similar saws, it requires a bit of adjusting whenever you install a new blade, but it's an easy process and doesn't take real long. Did you get the riser block, too?
I'm sure you'll be happy with the drill press, too. I have the 17" Craftsman, which looks to be made in the same factory as all the other 17" models that are coming out of Asia these days. I know nothing about the planer, but Steel City does have a good reputation, so I'm sure you'll be happy with that, too.
Blade-wise, your dealer is right...the factory blade is about worthless. I mostly use a 1/2" 3tpi hook tooth blade, but I'm primarily cutting thick green or rough wood for turning. For thinner material, you'd want more teeth. (I'll let others chime in on their recommendations.) On my saw, I've not been real impressed with results from the 3/4" blades I've tried, but anything smaller has run fine. My other piece of blade advice, thanks to Tod Evans, is buy from these guys:
http://www.ellissaw.com/Band-Saw-Blades/48/band-saw-blade-stock-list
(You'd be wanting the "Flexback" models shown at the bottom of that page.) Ellis seems to cater to the metalworking shops, but they have excellent woodworking blades too, and at great prices. I've used a number of $20 "name brand" blades (like the Timberwolf from Suffolk), but the $7 to $8 Ellis blades cut just as good and last at least as long before dulling. They do have a $50 minimum order, and you have to call on the phone to place the order and pay for it. But since you'll likely want to stock up with a few different sizes and tooth counts, you can get almost three times as many blades from Ellis as you can from Woodcraft or the typical suppliers. Bandsaw blades are expendables, much like sandpaper, so having a few in stock is very handy if you can do it.