Minimum 8 WT and nothing less, A rio Versa Tip like the Windcutter is a good line It gives you your full floating line with all your different sink tips.
As for bulk sink tips Rio sells Bulk T-8 (8 Inch's per second) T-14 (14 Inch's per second) Thiss tuff you can make your own lengths, Personally i like 8 FT peices most comfortable for me to cast
As for leaders If your running Sink Tips, I use a 2 ft section of 12 Pound Mono and thats it Reason for the 2 ft it helps your Fly sink with the Sink Tip getting you into the zone.
For Winter steelhead, You dont need split shot and anythign liek that , just a straight peice of mono and your fly and thats it.
If your gonna spend the money and get into fly fishing - Go straight to a Spey Setup, that way you can cast the bigger flies that steelhead like.
I spey fish for steelhead, I Run a Scandi Shooting Head with a 8 Ft peice of either T-8 or T-14 with a no longer than 2 ft leader. (I chose my Sink tips according to the area Im fishing)
I got one Steelhead to the beach this year and i casted straight out and right after the cast it was hooked, that fish took my fly on the drop !!!!
Here is how i fish a run
I like to cast a 45 degree downstream with a small upstram mend making the fly run "STRAIGHT"
down stream, when it comes to the end of its furthest point of going straight it does a small swing inward towards the shore, there for after the swing i let it hang there for a few seconds then cast again moving my way down river.
As long as the fly is heading downstream first kind of like the way you would with colorado blades its all good, if your fly line has a big downstream belly to it that fly is moving so fast from the momentum of that big UNMENDED Belly your nott gonna get into the zone and therefore not get anything, That MEND !!! is very Important
If Fly/Spey guys were flossing fish would see more reports of fish being caught, and you would see allot of fly guys out there getting fish when your out and about. I have been out for a month and half steelhead fishing and only had 1 to the beach. You see where im going with this ;D Fly caught Steelhead this time of year is hard to do never alone snag one
Hope this Helps you out !!