My SS axle boxes are Cast Iron running in steel horns. The steel is less fussy if you hit it by mistake when you are riveting them on.
The cylinders are bronze lined with CI sleeves as there was a blow hole on the bore line. Be warned that the SS cylinders are a larger bore than the std Simplex cylinders and some std Simplex castings are a bit too tight to be able to take the larger bore. If you are not going to run it often then the more expensive bronze will not rust when it is not used but if you intend on driving week in week out then CI would be a better bet as it will not wear as fast.
I got my cylinder castings from Blackgates. Plenty of material for either size cylinder bore. As it turns out, the bores are a little too large anyway for the boiler size. On the advice of a very experienced person, I have actually bored mine a little smaller than the drawing, 1-3/8". There will still be plenty of power to spin the wheels, and now there will be steam left over as well!