Using the second Gen W126 Rotors, you will need the backing plates, Rotor, and Caliper. and 15" or larger wheel. also these Rotors are larger diam and thicker than the first Gen W126.
First Gen W126 you will need the Rotor and Caliper and maybe the Backing plate these are vented (as well as the second Gen W126) and you can still use the 14" wheel.
The out side Temp display from the W124 fits right in the center blaked off space (where the batt, oil, gp lights strip) you will need to remove the wiring cable, sensor from a donor car.
http://www.peachparts.com/shopforum/diesel-discussion/251755-w126-outside-temperature-display-installation-w123-300d.html
The front Sway Bar used in the 300TD is an up grade for the 240/300D/CD. the difference is 21mm vs 24mm. you will need to order the TD Bushings.
123-323-12-85 or W0133-1807027.
The rear Sway Bar is 13mm as I remember, there was a 15mm available (NLA) from what I know. Difficult to find even in the Yards.
Charlie