Your heading says solder wick, but your link is to solder. I’m not a huge expert, but I like 63-37 (“eutectic”) solder, a bit more than 60-40, though either should work just fine. Definitely stick to the leaded stuff.
If you ever are going to desolder switches, one of those solder suckers (like the Soldapullt, etc.) is really handy, though you’ll also maybe want some desoldering wick/braid.
Also, I’d get some small serrated needle-nose pliers. And whatever wire cutters you have will probably be fine, but if you can find some small precision cutters that are close to flush on one side, they make it easier to cut leads close to the board.
Make sure you have a nice bright lamp that you can position near your work and move around. And the SMD diodes on the ergodox are *tiny* so to inspect your solder joints you want to have some kind of magnifier (a 10x jeweler’s loupe is nice for this, but any magnifying glass works fine).
Also, a multimeter with a continuity tester, or at least a voltmeter/ohmmeter, is really handy in case anything goes wrong.
By the way, you probably want to take a look at the Living Soldering Thread, which has some great advice:
http://geekhack.org/index.php?topic=42824.0Also,
http://geekhack.org/index.php?topic=52851.0
